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Tail Protection - strategy

Created about 4 years ago, updated 27 days ago

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

TAIL PROTECTION fund by Boaz Weinstein

Boaz Weinstein on Credit Investments - Masters in Business

https://ritholtz.com/2022/05/transcript-boaz-weinstein/
https://www.bloomberg.com/news/features/2022-09-29/boaz-weinstein-reveals-what-led-him-to-jpmorgan-s-london-whale?leadSource=uverify%20wall

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

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