Bhansali et al., 2018 - Google Patents
Right Tail Hedging: Managing Risk When Markets Melt UpBhansali et al., 2018
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- 6776768808148759767
- Author
- Bhansali V
- Davis J
- Publication year
- Publication venue
- The Journal of Portfolio Management
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Popular academic and practitioner lore claims that buying options, whether puts or calls, is a negative expected return investment and hence should not be undertaken by “rational, riskneutral” investors. However, real world considerations such as the possibility of large …
- 230000035939 shock 0 abstract description 8
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