Systemic Risk Assessment and Oversight

Systemic Risk Assessment and Oversight

The FRTB: Concepts, Implications and Implementation

The FRTB: Concepts, Implications and Implementation

£145.00

Tail Risk Hedging is essential reading for investors who want to improve their understanding of this investment strategy and its role and place in institutional portfolios in order to choose successful asset allocation, portfolio construction and hedging strategies.

"The definitive source for any investor considering tail hedging. The expertise of writers (and editors!) shines through in every chapter. By showcasing the institutional users' frameworks to assess the role of tail hedging in their portfolios as well as a range of diverse solutions offered by major tail hedge providers, the book gives a comprehensive picture of the menu of possibilities, with pros and cons on each."

ISBN
9781782720805
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