Tail Risk Hedging
Radio Feature 66: Vineer Bhansali in conversation with Sona Blessing
Wednesday, February 06, 2013
Vineer Bhansali is managing director and portfolio manager, head of quantitative investment portfolios and a member of the asset allocation committee at PIMCO. In this radio feature he shares why it pays to be countercyclical in the context of tail risk hedging; the trade-off between the cost of protection and securing returns; instruments in the tool box that can be set up as hedges against for e.g. political risk...
Download this feature as MP3 (9.32 MB)
Listen to the complete feature
Tail Risk Hedging
Or listen to selected sub-features
Why do you believe it pays to be countercyclical in the context of tail risk hedging?
What sort of tools and instruments could be used to hedge given the current market scenario?
Isnít it a challenge, cost wise, particularly when markets are whipsawing; in "risk-on", "risk-off" mode?
You view risk through a different lens. Could you elaborate?
Does your "New Approach" optimise the ability to gain returns at lower costs?
Other Voices: Hedge fund marketing and the selling cycle [more]
By Bruce Frumerman.
How long is the selling cycle now? Thatís a question my financial communications and sales marketing consulting firm has been asked on a regular basis by hedge fund firm owners and sales people, ever since we opened the doors to our firm in 1987 pre-crash.
Wa People - Solus Alternative Asset Management adds chief strategist from BTIG [more]
From PIonline.com: Daniel Greenhaus joined hedge fund manager Solus Alternative Asset Management as managing director and chief strategist.
He will work closely with Chris Bondy, Solusí chief economist, managing director and executive vice president, said Chris Pucillo, CEO and chief investmen Opalesque Roundtable: Seeding deal terms can be onerous for hedge funds [more]
Benedicte Gravrand, Opalesque Geneva for New Managers: Executives from fund of funds firms, family offices, a placement agent, a private equity firm, and an accounting firm gathered in Connecticut last month for the Opalesque Roundtable: Family offices flock to co-investment [more]
Bailey McCann, Opalesque New York: Co-investments have been a hot topic for pension funds in recent years, as they try to move away from high fees and improve transparency. But now, family offices are more readily getting into the mix and establishing in-house deal teams, according to the delega More institutional investors invest in CTAs compared to last year despite dissatisfaction with performance [more]
Benedicte Gravrand, Opalesque Geneva: "Despite a strong start to 2015 for CTAs in Q1, commodity market conditions have made return generation difficult for fund managers over much of the rest of the year to date," says Preqinís November