The Econometrics of Tech Stocks

Download PDF Introduction We are now over a year and a half into the Covid pandemic. Disruptive as this exogenous shock has been, markets have quickly recovered, and proceeded to reach one new record after the other. More interestingly, several information technology stocks have stood the challenge without a bruise. Read more…

Tail wind for tail-risk hedge funds

Download PDF Introduction Tail-risk hedging strategies were once again on investors mouths, following the March 2020 drawdowns. April 2020 headlines were dominated by tail-risk hedge funds performance numbers and tenfold returns were not uncommon. By mainly incorporating complex option-based and CDS strategies, the funds look to minimize portfolio drawdowns in Read more…