Portfolio Allocation – BSIC | Bocconi Students Investment Club

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…

By BSIC, 5 years27 September 2020 ago

Overhaul of Common Practices in Finance with Network Models

Download as PDF Introduction In many financial studies the default assumption is that changes in prices are random and independent between different financial instruments. Opposing studies, thus, are often concerned with discovering dependencies and whether they are driven by common economic factors. One approach to the problem are network graphical Read more…

By BSIC, 5 years1 March 2020 ago