History & Comments
Back
q
Author:Mihail Turlakov
Description:
Description:
# Tail Protection - strategy ⏎ ⏎ ## 2020 https://www.aqr.com/Insights/Research/White-Papers/Tail-Risk-Hedging-Contrasting-Put-and-Trend-Strategies ⏎ https://images.aqr.com/-/media/AQR/Documents/Alternative-Thinking/AQR-Alternative-Thinking---2Q20.pdf ⏎ - 2019 https://www.aqr.com/Insights/Research/White-Papers/Chasing-Your-Own-Tail-Risk-Revisited ⏎ 2012 https://www.aqr.com/Insights/Research/Alternative-Thinking/Tail-Hedging-Strategies ⏎ ## Tweet Feud ⏎ https://www.rcmalternatives.com/2020/05/the-great-tail-risk-debate/ https://www.marketwatch.com/story/finance-titans-taleb-and-asness-feud-on-twitter-2020-05-21 ⏎ - http://www.bainbridgepartners.com/press/press_antoine_taleb_vs_asness_20200521.pdf ⏎ https://www.advisorperspectives.com/articles/2020/07/13/empirical-support-for-tail-risk-strategies ⏎ ## Bloomberg ⏎ - Saeed Amen ⏎ https://www.bloomberg.com/news/videos/2018-04-30/the-quant-factor-in-funds-video https://www.bloomberg.com/news/videos/2019-04-29/quants-are-turning-away-from-trend-following-cuemacro-founder-says-video ⏎ ⏎ # Parents ⏎ * Quantitative investing⏎
Sign in to add a new comment