Concepedia

Tail Risk Hedging

Tail Risk Hedging is a risk management strategy that belongs to the class of hedging techniques designed to protect against extreme, low-probability adverse market movements by specifically mitigating potential losses in the left tail of the return distribution.

33

Publications

1.4K

Citations

66

Authors

79

Institutions

Publications per year

2017–2026

13

Parents

Publications

33

Conditional tail-risk in cryptocurrency markets

Nicola Borri · Journal of Empirical Finance · 2018 · 369 citations

, , +17

The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk

Dolf Diemont, Kyle Moore, Aloy Soppe · Journal of Business Ethics · 2015 · 90 citations

, , +14

Insurers as Asset Managers and Systemic Risk

Andrew Ellul, Chotibhak Jotikasthira, Anastasia V. Kartasheva et al. · Review of Financial Studies · 2022 · 73 citations

, , +17

Optimal dynamic hedging via copula-threshold-GARCH models

YiHao Lai, Cathy W. S. Chen, Richard Gerlach · Mathematics and Computers in Simulation · 2008 · 59 citations

, , +14

When Bitcoin has the flu: on Bitcoin’s performance to hedge equity risk in the early wake of the COVID-19 outbreak

Klaus Grobys · Applied Economics Letters · 2020 · 58 citations

, , +17

1–5 of 33

Authors

66

  1. VB
    Vineer Bhansali

    ING Direct, United States

    3 publications · 80 citations

    3

    h-index

  2. MB
    Michael B. Imerman

    Lehigh University, United States

    2 publications · 33 citations

    2

    h-index

  3. NB
    Nicola Borri

    Libera Università Internazionale degli Studi Sociali Guido Carli, Italy

    2 publications · 383 citations

    2

    h-index

  4. AE
    Andrew Ellul

    Indiana University, United States

    2 publications · 93 citations

    2

    h-index

  5. WD
    Wei Dai

    Princeton University, United States

    2 publications · 33 citations

    2

    h-index

1–5 of 66

Institutions

79

  1. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    3 h-index

    4 publications

    256 citations

  2. University College Dublin

    Dublin, Ireland

    2 h-index

    3 publications

    123 citations

  3. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    2 h-index

    2 publications

    93 citations

  4. HEC Montréal

    Montreal, Canada

    2 h-index

    3 publications

    137 citations

  5. Southern Methodist University

    Dallas, United States

    2 h-index

    2 publications

    93 citations

  6. Indiana University

    Bloomington, United States

    2 h-index

    2 publications

    93 citations

  7. Princeton University

    Princeton, United States

    2 h-index

    4 publications

    66 citations

  8. ING Direct

    New York, United States

    2 h-index

    2 publications

    66 citations

1–8 of 79

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 163 citations

    8

    h-index

  2. The Journal of Portfolio Management

    JPM · 3 publications · 123 citations

    3

    h-index

  3. Journal of Empirical Finance

    2 publications · 387 citations

    2

    h-index

  4. Journal of Futures Markets

    2 publications · 83 citations

    2

    h-index

  5. The Review of Asset Pricing Studies

    RAPS · 1 publications · 57 citations

    1

    h-index

1–5