Tail Beta Analysis Yields Inexpensive Cross-Asset Hedges
Strategists at Barclays Capital have combined an analysis of tail beta, or the expected return of an underlying relative to the financial market as a whole, with a ratio of put prices to pinpoint inexpensive yet effective tail risk strategies for equity and credit portfolios.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts