Sentences with phrase «with tail risks»

The value of SKEW increases with the tail risk of S&P 500 returns.

Not exact matches

But the ratings agency said widespread defaults remained a tail risk, or a potential scenario with only a small probability of occurring.

Buying a property with an income suite may have an edge over the fixer - upper in the event the tail risk of a housing crash materializes.

I stuck it out in a crazy business that has robbed me of any normal social life (constantly moving around the country), worked my tail off and risked it all and was fortunate enough to be in a good place at the right time and take advantage of an opportunity with every bit of energy I could muster.

The Cambria Tail Risk ETF is an actively managed fund that holds mostly cash and treasuries while using the strategy of buying put options on the S&P 500 with the purpose of portfolio downside protection.

As always, we debate potential «tail risks» associated with our views.

If the Fed really wants to influence the choice, it has to introduce tail risk to cash hoarders, and this is inconsistent with a price level target placed by an credible Fed.

Actual results may vary materially from those expressed or implied by forward - looking statements based on a number of factors, including, without limitation: (1) risks related to the consummation of the Merger, including the risks that (a) the Merger may not be consummated within the anticipated time period, or at all, (b) the parties may fail to obtain shareholder approval of the Merger Agreement, (c) the parties may fail to secure the termination or expiration of any waiting period applicable under the HSR Act, (d) other conditions to the consummation of the Merger under the Merger Agreement may not be satisfied, (e) all or part of Arby's financing may not become available, and (f) the significant limitations on remedies contained in the Merger Agreement may limit or entirely prevent BWW from specifically enforcing Arby's obligations under the Merger Agreement or recovering damages for any breach by Arby's; (2) the effects that any termination of the Merger Agreement may have on BWW or its business, including the risks that (a) BWW's stock price may decline significantly if the Merger is not completed, (b) the Merger Agreement may be terminated in circumstances requiring BWW to pay Arby's a termination fee of $ 74 million, or (c) the circumstances of the termination, including the possible imposition of a 12 - month tail period during which the termination fee could be payable upon certain subsequent transactions, may have a chilling effect on alternatives to the Merger; (3) the effects that the announcement or pendency of the Merger may have on BWW and its business, including the risks that as a result (a) BWW's business, operating results or stock price may suffer, (b) BWW's current plans and operations may be disrupted, (c) BWW's ability to retain or recruit key employees may be adversely affected, (d) BWW's business relationships (including, customers, franchisees and suppliers) may be adversely affected, or (e) BWW's management's or employees» attention may be diverted from other important matters; (4) the effect of limitations that the Merger Agreement places on BWW's ability to operate its business, return capital to shareholders or engage in alternative transactions; (5) the nature, cost and outcome of pending and future litigation and other legal proceedings, including any such proceedings related to the Merger and instituted against BWW and others; (6) the risk that the Merger and related transactions may involve unexpected costs, liabilities or delays; (7) other economic, business, competitive, legal, regulatory, and / or tax factors; and (8) other factors described under the heading «Risk Factors» in Part I, Item 1A of BWW's Annual Report on Form 10 - K for the fiscal year ended December 25, 2016, as updated or supplemented by subsequent reports that BWW has filed or files with the risk that the Merger and related transactions may involve unexpected costs, liabilities or delays; (7) other economic, business, competitive, legal, regulatory, and / or tax factors; and (8) other factors described under the heading «Risk Factors» in Part I, Item 1A of BWW's Annual Report on Form 10 - K for the fiscal year ended December 25, 2016, as updated or supplemented by subsequent reports that BWW has filed or files with the Risk Factors» in Part I, Item 1A of BWW's Annual Report on Form 10 - K for the fiscal year ended December 25, 2016, as updated or supplemented by subsequent reports that BWW has filed or files with the SEC.

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.

«Markets are not priced appropriately for the downside tail risk of a possible «no» verdict,» she said with marvellous understatement.

As such, even the numerous optimists seem aware of the asymmetrical tail risk associated with the first arrow (monetary).

However, the association of the telomere G - tail length with various risk factors in humans has not been clarified yet.

In patients with chronic cerebrovascular disease and comorbidities, a shortened telomere G - tail length was associated with age and Framingham risk score, which is an algorithm used to estimate the 10 - year cardiovascular risk of an individual.

Nevertheless, it provides initial evidence for the association of telomere G - tail length with aging, endothelial function, and ARWMCs in patients with vascular risk factors.

«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.»

They measure portfolio performance conventionally (Sharpe ratio), via effects on portfolio return distribution skewness and kurtosis (as an indicator of tail risk) and with investor utility metrics.

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 are real risks that the paper doesn't deal with, especially tail risk, but it does point out that there is more diversification in trading strategies than in traditional asset classes.

Optimizing the portfolio to minimize Conditional Value - at - Risk finds the portfolio with the smallest expected tail loss.

The Cambria Tail Risk ETF is an actively managed fund that holds mostly cash and treasuries while using the strategy of buying put options on the S&P 500 with the purpose of portfolio downside protection.

I guess I went into it with the idea that the current portfolio being so sensitive to market moves (beta significantly greater than 1 because of the large concentration in AIG, BAC warrants), I was willing to lose the entire cost of the hedge for the slight chance of major tail risk.

It is rare that the judges allow deals to go out at less than tangible book value, particularly on short - tailed P&C companies with little insolvency risk.

Frank explains, «With market overvaluation induced by the current Fed policy and tail risks high, I think the price of the above - described call option is well below its intrinsic value.

Before taking your animal in for an elective procedure such as tail docking or ear cropping, it is important to talk with your veterinarian about the risks of each medical procedure.

The study found more dogs who suffered limber tail were related to one another (suggesting an underlying genetic risk factor), and that dogs with limber tail more often live in cold climates.

However, with a potential risk of more severe problems, and the lack of a normal tail raises serious questions as to whether breeds should exist which rely on such deformities.

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

«Cats and pitbuls are the most at - risk for overpopulation and going into our shelters,» said Kaitlyn Wright with Altered Tails Barnhart Clinic.

There's certainly more of a focus on characters and story here than Tail Concerto ever had, though it could hardly be called integrated — the majority of the game is spent tapping A to skip through dialogue sequences which, if it weren't for the awesome character portraits (some of which will probably be enough to push borderline furries over the edge) replete with inexplicable bubbles of French speech, would run the risk of quickly growing dull.

Decidedly cunning, the demons will question and bargain with you by draining your life or asking for you to gift them Macca to spend, all at the risk that they'll quickly turn tail and flee with their stolen goods.

Sure, it's funny to throw a blue shell up Bowser's tail pipe and fly from fourth to first in a matter of seconds in Mario Kart, but the payoff of melee attacks combined with the risk of being in close proximity to fellow racers makes the combat in Iridium Runners different and refreshing.

Since cost probably increases quite super-linearly with temperature, it is possible that the tails of the distribution could dominate risk even though they are quite improbable.

> It has been argued recently that the combination of risk aversion and an uncertainty distribution of future temperature change with a heavy upper tail invalidates mainstream economic analyses of climate change policy.

«To put the significance of this fat tail in perspective, the «probability distribution representing the uncertainty in expected climate change implies that the risk of catastrophic outcome is more than forty thousand times more probable than that from an asteroid collision with the earth»

I also think that climate policy is, or should be, primarily about dealing with uncertainties, including tail - end risks that damages could be higher.

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