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商品詳細
Portfolio Management in Economic Crises : An Analysis of Effective Hedging Strategies Using Exchange-Traded Options and Futures for Crisis Management. 経済危機におけるポートフォリオ管理
・ISBN 978-3-658-50378-9 paper EUR 119.99
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| 著者・編者 | Meyer, Stefan, |
|---|---|
| 出版社 | (Springer, GW) |
| 出版年月 | 2026.03 |
| ページ数 | 182 pp. |
| 言語 | ENG |
| ニュース番号 | ＜764-376＞ |
解説
In this book, Stefan Meyer empirically examines standardized futures trading strategies for their suitability in reducing systematic portfolio risk. To this end, he analyzes price, interest rate, and volatility data during the twelve largest financial and economic crises between 1987 and 2022.The findings show that-contrary to the arguments of neoclassical capital market theory-derivatives can, in general, provide tangible benefits in modern portfolio management. These benefits may include lower overall risk and/or higher returns at the end of the period. Overall, the results align more closely with the perspective of behavioral finance, which suggests that derivative financial instruments can help limit risks during crises and facilitate their efficient distribution among multiple market participants.