Sentences with phrase «long tail risk»

In an interview, Dylan Ratigan told me that greedy bastards in the energy world are «masters» of transferring the long tail risk in their businesses to the public:

What would the response be if she were telling people the full long tail risk?

Not exact matches

He believed in the potential long - tail profit, that selling the first - window rights would begin to mitigate the production risk that Dynamics would take — indeed, the biggest it had ever taken.

For traders looking for volatility - based protection, the strategists recommend going long the SGI US Equity Tail Risk Index, which hedges long equity exposure.

«Mortgage insurance is a long - tail insurance risk,» he explains.

BSWN VelocityShares VIX Tail Risk ETN LSVX VelocityShares VIX Variable Long / Short ETN XIVH

But some other critics have in a sense taken the other side of this trade, contending that if anything the formula underestimates the potential liability of long - dated options by failing to adequately account for so - called tail risk — the prospect that the markets will collapse under the weight of, say, a giant housing bubble.

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.

People regularly ignore risks, but isn't it the extreme scenario — the thing that has the 1 percent chance of happening, the so - called long tail at each end of the bell curve — that causes all the trouble?

Showy ornaments used by the male of the species in competition for mates, such as the long tail of a peacock or shaggy mane of a lion, could indicate a species» risk of decline in a changing climate, according to a new study from Queen Mary University of London (QMUL).

«A deep MI pilot built around the core strengths of the MI industry, lender relationships, independent underwriting standards, and expertise in pricing long tailed credit risk, combined with Credit Risk Transfer via the capital and reinsurance markets by MI companies, can better protect the U.S. taxpayer while also providing prudent access to home ownership.&rarisk, combined with Credit Risk Transfer via the capital and reinsurance markets by MI companies, can better protect the U.S. taxpayer while also providing prudent access to home ownership.&raRisk Transfer via the capital and reinsurance markets by MI companies, can better protect the U.S. taxpayer while also providing prudent access to home ownership.»

And that's the thing — as long as there are bear markets there will be active managers implementing strategies designed to reduce tail risk in portfolios.

Being long these names just exposes you to tail risks that really are best avoided.

Their greatest weakness was in not having a suitable understanding of the downstream, or long tail, risk of derivatives, particularly in the reference securities.

Note the 50 % retrace entry of the pin bar, this is an entry technique we teach on our courses and it works good on long - tailed pins, giving you a much better risk reward potential due to the tighter stop loss distance.

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.

There's no longer any financial risk to the portfolio, the share price continues to trade at an NAV discount, our petites morts are beginning to accelerate, management's begun to return capital (unfortunately, they're neglecting to repurchase shares), the dollar rally adds a nice tail - wind, and a renewed decline in yields (10 yr UST's now at 1.74 %!)

The CBOE Eurekahedge Volatility Indexes comprise four equally - weighted volatility indices 窶 ・ long volatility, short volatility, relative value and tail risk.

I don't pay much attention to trading / investing / market / risk statistics any longer — tail risk and risk management itself are so neglected / misunderstood 95.45 % of the time!

James Montier: A Value Investor's Perspective on Tail Risk Protection: An Ode to the Joy of Cash http://myinvestingnotebook.blogspot.co.uk/2011/07/james-montier-value-investors.html Warren Buffett first coined the phrase «an economic moat», by which he meant the factors that enable some businesses to sustain and protect above average profits for a long period of time.

Long haired and teddy bear hamsters seem more at risk to develop wet tail.

Any dog with a strong tail wag, a long tail and poorly cushioned tail tip is at risk.

Long - tail risks, not 1 SD risks.

The long tail isn't very big, but the consequences of such high values are so extreme that they may dominate risk analysis.

I see using a long - tail risk basis as the same as applying the precautionary principle: It's a risk that can not be risked.

So Dr. Yohe and his intellectual brethren argue that it is wise policy to blunt emissions trajectories to trim the dangerous tail off the long curve on a chart of climate risk.

David Wallace Wells penned an epic examination of the long tail, unlikely but not impossible risks of full - blown climate breakdown that we all too easily ignore (and got attacked by people who should know better for his trouble).

Acted in coverage disputes relating to faulty design and workmanship exclusions, and provided coverage advice with respect to historical and «long tail» insurance claims and in relation to political risk insurance in high risk foreign energy jurisdictions