Sentences with phrase «tail risk mitigation»
In their November 2017 paper entitled «Tail Risk Mitigation with Managed Volatility Strategies», Anna Dreyer and Stefan Hubrich examine usefulness of managing volatility in this way as applied to the S&P 500 Index over a long sample period and across a range of performance measurements.
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In their November 2017 paper entitled «Tail Risk Mitigation with Managed Volatility Strategies», Anna Dreyer and Stefan Hubrich examine usefulness of managing volatility in this way as applied to the S&P 500 Index over a long sample period and across a range of performance measurements.