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Crisis hedge, Crisis alpha, Recessions, Flight to quality, Drawdown, Downside risk, Portfolio protection, Portfolio hedging, Insurance, Put options, Option-based hedging, Portfolio insurance, Futures, Trend following, Momentum, Quality, Profitability, Gold, Positive convexity, Safe-haven investments
volatility, volatility targeting, balanced fund, risk parity, asset allocation, portfolio choice
Systemic risk, COVID-19, Pandemic, Drawdowns, Rebalancing, Tail risk, Hedging, Risk management, Volatility targeting, Trend following, Moving-average crossover
trend following, quality, momentum, crisis hedge, crisis alpha, futures, equities
asset allocation, precision process, risk parity, sharpe ratio, time-varying volatility
Filtration models, jump-diffusion dynamics, point processes, stochastic volatility, information-based modelling, asymmetric information.
non-life reserving, claims development, reinsurance, best estimate of ultimate loss, information-based asset pricing, Levy processes, stable processes
