This afternoon at CBOE’s 28th Annual Risk Management Conference (RMC), two speakers discussed these topics —
- How to Manage Tail Risk and Add Alpha
- Who should hedge what types of existing risks and when?
- Where can one find value in an environment of increasing correlations between stocks and between asset classes?
- Tactics for creating alpha and monetizing positions
The speakers were —
- Donald Dale, Managing Partner, Derivaguard Advisors LLC
- Puneet Kohli, Portfolio Manager, National Bank of Canada Alternative Investments
Why do investors care about left-tail risk?
The stock market swoons and correlations of different assets in October 1987 and October 2008 certainly caused concerns for many investors.
Below are two 1-month charts by CBOE.
More from CBOE’s RMC conference at www.cboe.com/rmclive
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