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Kandungan disediakan oleh Dean Curnutt. Semua kandungan podcast termasuk episod, grafik dan perihalan podcast dimuat naik dan disediakan terus oleh Dean Curnutt atau rakan kongsi platform podcast mereka. Jika anda percaya seseorang menggunakan karya berhak cipta anda tanpa kebenaran anda, anda boleh mengikuti proses yang digariskan di sini https://ms.player.fm/legal.
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Vol Laundering and the Portrait of a Perfect Hedge

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Manage episode 428573402 series 2516749
Kandungan disediakan oleh Dean Curnutt. Semua kandungan podcast termasuk episod, grafik dan perihalan podcast dimuat naik dan disediakan terus oleh Dean Curnutt atau rakan kongsi platform podcast mereka. Jika anda percaya seseorang menggunakan karya berhak cipta anda tanpa kebenaran anda, anda boleh mengikuti proses yang digariskan di sini https://ms.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 episod

Artwork
iconKongsi
 
Manage episode 428573402 series 2516749
Kandungan disediakan oleh Dean Curnutt. Semua kandungan podcast termasuk episod, grafik dan perihalan podcast dimuat naik dan disediakan terus oleh Dean Curnutt atau rakan kongsi platform podcast mereka. Jika anda percaya seseorang menggunakan karya berhak cipta anda tanpa kebenaran anda, anda boleh mengikuti proses yang digariskan di sini https://ms.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

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