Vol Laundering And The Portrait Of A Perfect Hedge Alpha Exchange podcast

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Business News The Alpha Exchange With Dean Curnutt MBA Finance Investing Volatility Financial Markets Risk Management Dean Curnutt Trading Business News Allocators Derivatives

Indhold leveret af Dean Curnutt. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af Dean Curnutt eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.

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Vol Laundering and the Portrait of a Perfect Hedge

4M ago 14:23

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Indhold leveret af Dean Curnutt. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af Dean Curnutt eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.

If smoothing returns is the feature not bug of private equity and credit, what strategy fully embraces the virtue of honest mark to market risk? What strategy highlights price shocks and the resulting level at which a portfolio could be unwound in a hurry as the basis of thinking about its efficacy? In this short podcast, I make the case that exposure to vol – to the anti-fragile - is going to be a part of this strategy. That is, long exposure to options-based insurance.
I hope you enjoy and find this useful. As always, I appreciate your feedback.

… continue reading

186 episoder

#Business News #The Alpha Exchange With Dean Curnutt #MBA #Finance #Investing #Volatility #Financial Markets #Risk Management #Dean Curnutt #Trading #Business #News #Allocators #Derivatives

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Vol Laundering and the Portrait of a Perfect Hedge

128 subscribers

published 4M ago

Del

MP3•Episode hjem

Indhold leveret af Dean Curnutt. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af Dean Curnutt eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.

If smoothing returns is the feature not bug of private equity and credit, what strategy fully embraces the virtue of honest mark to market risk? What strategy highlights price shocks and the resulting level at which a portfolio could be unwound in a hurry as the basis of thinking about its efficacy? In this short podcast, I make the case that exposure to vol – to the anti-fragile - is going to be a part of this strategy. That is, long exposure to options-based insurance.
I hope you enjoy and find this useful. As always, I appreciate your feedback.

… continue reading

186 episoder

#Business News #The Alpha Exchange With Dean Curnutt #MBA #Finance #Investing #Volatility #Financial Markets #Risk Management #Dean Curnutt #Trading #Business #News #Allocators #Derivatives

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