Copulas in Trading, Investing, Portfolio Management, and Risk Management
We look at copulas in quantitative finance. Explore their applications in risk management, portfolio optimization, pricing, and more.
Category
Trading News – page 114
Higher-Moment Portfolio Optimization
Learn more about Higher-Moment Portfolio Optimization and see if this strategy would be right for your investment portfolio.
First-Hitting-Time Model – Applications in Trading
The First-Hitting-Time Model (FHTM) is a mathematical concept that originates from the field of stochastic processes. Learn more here.
Replicating Portfolios
We look at replicating portfolios in finance. Manage risk and enhance returns with static and dynamic replication techniques.
Anti-Growth Assets (List of Stores of Value)
Examples of anti-growth assets include predictable cash flow equities, private assets, gold, real estate, art, and rare collectibles.
Duration Gap
We look at duration gap analysis and its importance in managing rate risk, including institutional mitigation of asset-liability mismatches.
Why Did the 401(k) Become More Popular Than Pension Plans?
We look at why 401(k) plans have begun overshadowing conventional pension plans (defined benefit plans) in the U.S.
Cash Flow Matching
We discuss cash flow matching, and its applications in portfolio immunization, defined benefit pension plans, and more.
Option Pinning
We look at option pinning, a phenomenon in the options market driven by dynamic hedging. We discuss the role of market makers.
Examples of Asset-Liability Mismatches
We look at asset-liability mismatches, their risks, and examples like FX debt, illiquid assets & interest rate mismatches.