Month: June 2020
In this research note we demonstrate that holding to expiration is not a required feature of a successful tail hedging program.
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Return Stacking in an Inverted Yield Curve Environment
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Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
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Rebalance Timing Luck: The (Dumb) Luck of Smart Beta
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Option-Based Trend Following
By Nathan Faber
On June 23, 2020