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Portfolio Management in Economic Crises
An Analysis of Effective Hedging Strategies Using Exchange-Traded Options and Futures for Crisis Management
Stefan Meyer
Livre broché | Anglais
198,45 €
+ 396 points
Description
In this book, Stefan Meyer empirically examines standardized futures trading strategies for their suitability in reducing systematic portfolio risk. To this end, he analyzes price, interest rate, and volatility data during the twelve largest financial and economic crises between 1987 and 2022.The findings show that--contrary to the arguments of neoclassical capital market theory--derivatives can, in general, provide tangible benefits in modern portfolio management. These benefits may include lower overall risk and/or higher returns at the end of the period. Overall, the results align more closely with the perspective of behavioral finance, which suggests that derivative financial instruments can help limit risks during crises and facilitate their efficient distribution among multiple market participants.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Langue:
- Anglais
Caractéristiques
- EAN:
- 9783658503789
- Date de parution :
- 13-02-26
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 148 mm x 210 mm
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+ 396 points sur votre carte client de Librairie Club
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