Giannikos, Christos; Guirguis, Hany S.; Kakolyris, Andreas - In: Risks : open access journal 12 (2024) 2, pp. 1-20
Hedging downside risk before substantial price corrections is vital for risk management and long-only active equity manager performance. This study proposes a novel methodology for crafting timing signals to hedge sectors' downside risk. These signals can be integrated into existing strategies...