Flirting with Models

The Research Library of Newfound Research

Tag: hedging

Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants

Momentum: Letting the Cheap Get Cheaper?

Can first-order effects of a momentum strategy help serve as a hedge to the potential sharpe repricing risks that occur in expensive market environments?

Arguing with Jeremy Schwartz about Currency Hedging

Selective Hedging with Asymmetric Instruments

Hedging with assets that have an asymmetric return profile can increase portfolio return while reducing the overall risk.
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