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The Art of Hedging
The Art of Hedging Institutional investors seeking to hedge have no shortage of choices, and need the right framework to manage the different risks in portfolios as they arise. This article ...Description: Institutional investors seeking to hedge have no shortage of choices, and need the right framework to manage the different risks in portfolios as they arise. This article analyzes performance of different equity hedging strategies over the last 15 years, and lays out a potential hedging framework that takes into account types of risks being hedged, fundamental views, and current market pricing of protection.
Hide- Authors: Christopher Metli
- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk; Finance & Investments>Derivatives
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Pricing Weather Derivatives for Extreme Events
Pricing Weather Derivatives for Extreme Events Presented at August 2011 Actuarial Research Conference. Provides examples of how to model extremes in weather utilizing Monte Carlo simulations ...Description: Presented at August 2011 Actuarial Research Conference. Provides examples of how to model extremes in weather utilizing Monte Carlo simulations and discusses how to create a derivative financial instrument that pays-off if target extreme weather conditions are met.
Hide- Authors: Robert J Erhardt
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Derivatives