The possibility that an investment included in a portfolio will shift more than three standard deviations from its current price.
Related information about tail risk:
- Tail risk - Wikipedia, the free encyclopedia
Tail risk is the risk of an asset or portfolio of assets moving more than 3 standard deviations from its current price. In particular, most asset managers are only ...
- Tail Risk Definition | Investopedia
A form of portfolio risk that arises when the possibility that an investment will move more than three standard deviations from the mean is greater than what is ...
- Understanding tail risk - PIMCO
Your Global Investment Authority. EDUCATION SERIES. What are tails? “Tails” refer to the end portions of distribution curves, the bell-shaped diagrams that ...
- Investors fear imminent tail-risk event - FT.com
Sep 26, 2012 ... The world's biggest investors fear a fresh market crisis will erupt in the next 12 months amid worries that troubles in the eurozone will hit global ...
- Understanding Tail-Risk Hedges And Funds - Part 1 - Seeking Alpha
Aug 16, 2012 ... Conversations surrounding tail-risk started gaining more frequency with both investors and funds starting with the collapse of Long Term ...
- Hedging Tail Risk With Synthetic Option Positions - Seeking Alpha
Hedging Tail Risk With Synthetic Option Positions. November 14, 2012 by: Kenneth Roberts | includes: SDS. Disclosure: I am long SDS. I wrote this article ...
- The Challenges in Hedging Tail Risk - NYTimes.com
Apr 20, 2012 ... Alan Gerstein of BlueMountain Capital Management notes that fewer and fewer market participants are willing or able to sell long-term put ...
- The return of 'tail risk'- MSN Money
Sep 28, 2012 ... The risk that something unexpected and very bad -- what statisticians dub "tail risk" since they are unlikely events far out on a standard ...