Sentences with phrase «equity tail risk»
For traders looking for volatility - based protection, the strategists recommend going long the SGI US Equity Tail Risk Index, which hedges long equity exposure.
http://www.businessinsider.com/ Not exact matches
The main purpose behind holding these options is hedging a portfolio against significant negative movement in the value of US equities, commonly referred to as tail risk.
In their May 2013 paper entitled «Volatility vs. Tail Risk: Which One is Compensated in Equity Funds?»
Spitznagel is a specialist in tail risk, and so the most intriguing part of Spitznagel's papers is his demonstration of the utility of the equity q ratio in identifying «susceptibility to shifts from any extreme consensus» because «such shifts of extreme consensus are naturally among the predominant mechanics of stock market crashes.»