Universa, Pimco Posted Gains on Black-Swan Funds - Bloomberg

Black-swan clients of Pimco, manager of the world’s biggest mutual fund, saw gains this month of as much as 5.5 times the premiums they paid, according to Vineer Bhansali, a Pimco...

Tail risk hedging: creating robust portfolios for volatile markets

저자 : Bhansali, Vineer, 발행사항 : New York : McGraw-Hill, [2014], 형태사항 : 251 p. : ill. ; 24 cm, 주제명 : Business cycles · Financial risk management · Hedging (Finance) · Risk management

[논문]Systemic Credit Risk: What Is the Market Telling Us? - 과학기술 지식인프라 ScienceON (사이언스온)

digest, v.38 no.4, 2008년, pp.70 - 71 Bhansali, Vineer (The summary was prepared by Vineer Bhansali, PIMCO.) , Gingrich, Robert (The summary was prepared by Robert Gingrich, PIMCO.) , Longstaff, Francis A....

Bond portfolio investing and risk management : positioning fixed income portfolios for robust returns aft....

자료명/저자사항 : Bond portfolio investing and risk management : positioning fixed income portfolios for robust returns after the financial crisis / Vineer Bhansali, 발행사항 : New York : McGraw-Hill, c2011, 청구기호 : 332.632044 -A11-1, 자료실 : [서울관] 서고(열람신청 후 1층 대출대), 형태사항 : xxi, 289 p. : ill. ; 24 cm, 표준번호/부호 : ISBN: 9780071623704 ISBN: 0071623701, 제어번호 : MONO2201104580, 주기사항 : Includes bibliographical referenc...

Taxes on Tax‐Exempt Bonds - ANG - 2010 - The Journal of Finance

Andrew Ang is with Columbia University and NBER, Vineer Bhansali is with PIMCO, and Yuhang Xing is with Rice University. We thank Aron Gereben, Rick Green, Cam Harvey (the Editor), Gur...

Podcast - Meb Faber Research - Stock Market and Investing Blog

The Meb Faber Show Podcast Welcome to my podcast, The Meb Faber Show, where the focus is on helping you grow and preserve your wealth. Each week I’ll discuss the craft of investing...

Pimco Sells Black Swan Protection as Wall Street Markets Fear - Bloomberg

Sign In Subscribe Live TV Markets Economics Industries Tech Politics Businessweek Opinion More Asia Edition Business Pimco Sells Black Swan Protection as Wall Street Markets Fear By Shannon...

Experts | PIMCO

Sara Adjir ; Berdibek Ahmedov ; Mangala Ananthanarayanan ; Del Anderson ; Joshua Anderson ; Ivan Anderson ; Kwame Anochie ; Kodjo Apedjinou ; Matt Appenfelder ; Vasi Ardelean

꼬리위험 - 요다위키

꼬리위험(tail risk)은 종종 "뚱뚱한 꼬리위험(fat tail risk)"이라고 부르기도 하는데, 자산이나 자산 포트폴리오가 정상분포의 위험 이상으로 현재 가격에서 3 표준편차 이상으로 이동하는 금융위험이다. 꼬리 위험은 꼬리 사건이라고도 하는 정규 분포 곡선의 양쪽 끝에서 발생하는 낮은 확률 사건을 포함한다. 그러나 일반적으로 투자자들이 이익보다는 예상치 못한 손실에 더 신경...

Pimco launches active currency ETF

Pimco, the $2tn US money manager, launched on Tuesday an actively managed currency strategy... management, Vineer Bhansali, managing director and head of quantitative investment portfolios...