Tue, May 24, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

Tail Risk Hedging
Radio Feature 66: Vineer Bhansali in conversation with Sona Blessing
 
Wednesday, February 06, 2013

radio 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

Duration: 10:11 

 

Or listen to selected sub-features
  • Q1 - Why do you believe it pays to be countercyclical in the context of tail risk hedging?

    Duration: 01:19 


  • Q2 - What sort of tools and instruments could be used to hedge given the current market scenario?

    Duration: 01:59 


  • Q3 - Isn’t it a challenge, cost wise, particularly when markets are whipsawing; in "risk-on", "risk-off" mode?

    Duration: 02:19 


  • Q4 - You view risk through a different lens. Could you elaborate?

    Duration: 03:16 


  • Q5 - Does your "New Approach" optimise the ability to gain returns at lower costs?

    Duration: 01:19 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Paul Tudor’s hedge fund trims fee amidst poor performance, keep investors[more]

    Komfie Manalo, Opalesque Asia: Paul Tudor’s $11.6bn hedge fund firm Tudor Investment Corp. announced on Monday it would slash down fees of one of its biggest fund to 2.25% of assets and 25% of profits amidst backlash arising from poor performa

  2. West Virginia objects to Alpha Natural sale to hedge fund[more]

    From AP/Heraldcourier.com: West Virginia's environmental authority has filed an objection to the proposed $500 million sale of Alpha Natural Resources' assets to a hedge fund, arguing that the deal could leave the state holding hundreds of millions in reclamation liabilities. The Register-Hera

  3. Mitch Petrick leaves Carlyle as his hedge fund unit suffers losses while assets expand[more]

    Komfie Manalo, Opalesque Asia: Mitch Petrick will be leaving Carlyle Group as head of its hedge funds unit overseeing about $34bn as of March 31, after several funds under his management suffered losses while assets expanded, various media reported. Petrick joined Carlyle in 2010 and was a former

  4. Institutions - Kentucky pension leans into hedge funds amid governance turmoil, Korea's NPS names finalists for initial $1 billion hedge fund-of-funds allocation[more]

    Kentucky pension leans into hedge funds amid governance turmoil From AI-CIO.com: The Kentucky Retirement Systems moved to increase its hedge fund allocation as controversy reigned over fund leadership. Following a string of high-profile hedge fund exits, the Kentucky Retirement Systems (

  5. Fund Profile - The hedge fund that couldn't stay open long enough for a big payday[more]

    From Bloomberg.com: Toby Dodson waited six months for his bet against a fragile Portuguese bank to pay off. But before the reckoning, word came down from his hedge fund bosses at Achievement Asset Management in Chicago: get ready to clear out your desk and unwind your trades, we’re shutting down. Th