Evaluating Risk Mitigation Strategies

Risk mitigation strategies seek to create an asymmetric risk-return profile. But benchmarking against the underlying investment is not a valid approach given the potentially stark difference in risk profiles. We discuss how to appropriately calibrate and assess portfolio insurance strategies based on the ensuing return distribution to better fit a given client's risk preferences

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Year of publication:	2018
Authors:	Lohre, Harald
Other Persons:	Happersberger, David (contributor) ; Radatz, Erhard (contributor)
Publisher:	[2018]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (6 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Risk & Reward, 2018, 2nd issue, pp. 27-31 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 5, 2018 erstellt
Classification:	c58 ; G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012912623