Asymmetric returns
Book • 2006
Alexander Ineichen's 'Asymmetric Returns' draws on his derivatives background to discuss constructing investment strategies that aim for outsized gains while limiting downside risk.
The book covers option-based approaches, structuring payoffs, and practical considerations for implementing asymmetric strategies within portfolios.
It addresses how managers and investors can tilt exposures to capture favorable return distributions while managing tail risks.
Ineichen combines theory with examples from his research on hedge funds and derivatives markets.
The work is aimed at practitioners interested in alternative risk-return profiles and structured solutions.
The book covers option-based approaches, structuring payoffs, and practical considerations for implementing asymmetric strategies within portfolios.
It addresses how managers and investors can tilt exposures to capture favorable return distributions while managing tail risks.
Ineichen combines theory with examples from his research on hedge funds and derivatives markets.
The work is aimed at practitioners interested in alternative risk-return profiles and structured solutions.
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Alexander Ineichen
#239 Alexander Ineichen - This major sector has shifted into a weak position...
