Tail Risk Management in Challenging Months

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

CBOE Analysis

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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