Tail Hedging: Not As Easy As You Think
Автор: Alpha Architect
Загружено: 2024-03-30
Просмотров: 1891
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Welcome to Coffee Hour with Jose. Investors can expect rapid market declines every now and then. But is there anything they can do to help protect their portfolios? Perhaps hedging could help.
Tail hedging posts from Alpha Architect Blog:
"Tail Risk Hedging: An Alternative Approach to Risk Management" by Aaron Brask: https://alphaarchitect.com/2018/04/ta...
"Strategies to Mitigate Tail Risk" by Larry Swedroe:
https://alphaarchitect.com/2022/05/st...
0:00 - Intro
2:19 - Convexity
2:57 - The Strike Price
4:38 - The Expiration Date
5:15 - Path Dependency & Monetization
6:44 - Vega & Volatility
7:50 - Outro
Thumbnail photos by Stephen Radford & Yosh Ginsu on Unsplash.
Sources:
Berkshire Hathaway Investor Letter by Warren Buffett: https://www.berkshirehathaway.com/let...
Disclosures: https://alphaarchitect.com/disclosures.
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