"The proven advice and tools you need to protect your portfolio from the next financial catastropheIn the very first book on the subject of tail risk hedging, Bhansali reveals strategies investors can use to protect themselves from potentially catastrophic events. The most important development...

Investors are always in search of diversifying securities and strategies to assist in downside risk management. We consider six popular diversifying securities, i.e. Gold, Swiss Franc, Japanese Yen, Bond Futures, S&P 500 80% strike Put Options, and Trend Following strategies in this paper. Using...

In a previous paper (Bhansali and Davis [March 2010]), we discussed one aspect of what we have called Offensive Risk Management – how using tail hedges in a portfolio might permit investors to allocate more capital to risk assets, while looking to mitigate the risk of large investment losses....