Vineer Bhansali

LongTail Alpha, LLC

Chief Investment Officer

500 Newport Center Drive

Suite 820

Newport Beach, CA 92660

United States

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SCHOLARLY PAPERS

39

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17,126

SSRN CITATIONS

122

CROSSREF CITATIONS

121

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Scholarly Papers (39)

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1.

Offensive Risk Management: Can Tail Risk Hedging Be Profitable?

Number of pages: 20 Posted: 24 Mar 2010 Last Revised: 06 Apr 2010

Vineer Bhansali and Josh Davis

LongTail Alpha, LLC and Pacific Investment Management Company (PIMCO)

Downloads 3,049 (7,217)

Citation 4

Abstract:

2.

Volatility and the Carry Trade

Journal of Fixed Income, Winter 2007

Number of pages: 27 Posted: 05 Nov 2007

Vineer Bhansali

LongTail Alpha, LLC

Downloads 1,774 (16,990)

Citation 4

Abstract:

3.

The Muni Bond Spread: Credit, Liquidity, and Tax

Columbia Business School Research Paper No. 14-37

Number of pages: 49 Posted: 30 Aug 2014

Andrew Ang, Vineer Bhansali and Yuhang Xing

BlackRock, Inc, LongTail Alpha, LLC and Rice University

Downloads 1,644 (19,201)

Citation 20

Abstract:

4.

Active Risk Parity

Number of pages: 8 Posted: 29 Nov 2012

Vineer Bhansali

LongTail Alpha, LLC

Downloads 1,164 (31,953)

Citation 1

Abstract:

5.

Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities

Number of pages: 19 Posted: 24 Jan 2021

Vineer Bhansali and Jeremie Holdom

LongTail Alpha, LLC and LongTail Alpha, LLC

Downloads 988 (40,322)

Abstract:

6.

Forecasting Portfolio Risk in Normal and Stressed Markets

Downloads 797 (54,197)

2

Forecasting Portfolio Risk in Normal and Stressed Markets

Number of pages: 15 Posted: 28 Nov 2001

Vineer Bhansali and Mark B. Wise

LongTail Alpha, LLC and California Institute of Technology

Downloads 797 (53,420)

Citation 2

Abstract:

Forecasting Portfolio Risk in Normal and Stressed Markets

Journal of Risk, Vol. 4, No. 1, Fall 2001

Posted: 17 Jan 2002

Vineer Bhansali and Mark B. Wise

LongTail Alpha, LLC and California Institute of Technology

Abstract:

7.

Inflation Tail Risk Hedging

Journal of Portfolio Management, 2014

Number of pages: 28 Posted: 30 Mar 2013

Vineer Bhansali

LongTail Alpha, LLC

Downloads 749 (58,891)

Citation 1

Abstract:

8.

Putting Economics (Back) into Quantitative Models

Number of pages: 36 Posted: 14 Nov 2005

Vineer Bhansali

LongTail Alpha, LLC

Downloads 726 (61,393)

Citation 5

Abstract:

9.

Tail Risk Hedging Performance: Measuring What Counts

Number of pages: 25 Posted: 18 Nov 2021 Last Revised: 24 Nov 2021

Linda Chang, Jeremie Holdom and Vineer Bhansali

LongTail Alpha, LLC, LongTail Alpha, LLC and LongTail Alpha, LLC

Downloads 714 (62,779)

Abstract:

10.

Taxes on Tax-Exempt Bonds

Downloads 609 (76,928)

Citation 47

4

Taxes on Tax-Exempt Bonds

Number of pages: 64 Posted: 25 Mar 2008

Andrew Ang, Vineer Bhansali and Yuhang Xing

BlackRock, Inc, LongTail Alpha, LLC and Rice University

Downloads 276 (189,687)

Abstract:

Taxes on Tax-Exempt Bonds

Journal of Finance, Forthcoming

Number of pages: 65 Posted: 26 Nov 2008

Andrew Ang, Vineer Bhansali and Yuhang Xing

BlackRock, Inc, LongTail Alpha, LLC and Rice University

Downloads 157 (319,793)

Citation 3

Abstract:

Taxes on Tax-Exempt Bonds

Journal of Finance, Vol. 65, No. 2, pp. 565-601, 2008

Number of pages: 48 Posted: 21 Oct 2011

Andrew Ang, Vineer Bhansali and Yuhang Xing

BlackRock, Inc, LongTail Alpha, LLC and Rice University

Downloads 91 (481,854)

Citation 2

Abstract:

Taxes on Tax-Exempt Bonds

NBER Working Paper No. w14496

Number of pages: 48 Posted: 25 Nov 2008 Last Revised: 12 Aug 2022

Andrew Ang, Vineer Bhansali and Yuhang Xing

BlackRock, Inc, LongTail Alpha, LLC and Rice University

Downloads 85 (503,034)

Citation 6

Abstract:

11.

Debt Subordination and the Pricing of Credit Default Swaps

Cal Tech Working Paper No. CALT-68-2415

Number of pages: 10 Posted: 30 Jan 2003

Peter B. Lee, Mark B. Wise and Vineer Bhansali

Lehman Brothers, New York, California Institute of Technology and LongTail Alpha, LLC

Downloads 522 (93,101)

Citation 1

Abstract:

12.

Corporate Bond Risk from Stock Dividend Uncertainty

Downloads 492 (100,047)

2

Corporate Bond Risk from Stock Dividend Uncertainty

California Institute of Technology Working Paper No. CALT-68-2435

Number of pages: 14 Posted: 20 Jun 2003

Mark B. Wise, Peter B. Lee and Vineer Bhansali

California Institute of Technology, Lehman Brothers, New York and LongTail Alpha, LLC

Downloads 492 (99,030)

Abstract:

Corporate Bond Risk from Stock Dividend Uncertainty

Posted: 20 Sep 2004

Mark B. Wise, Peter B. Lee and Vineer Bhansali

California Institute of Technology, Lehman Brothers, New York and LongTail Alpha, LLC

Abstract:

13.

Universal Asymptotic Behavior of Mortgage Prepayments

California Tech Working Paper No. 68-2307

Number of pages: 7 Posted: 20 Mar 2002

Mark B. Wise and Vineer Bhansali

California Institute of Technology and LongTail Alpha, LLC

Downloads 461 (108,146)

Abstract:

14.

Modeling Swap Spreads in Normal and Stressed Environments

Number of pages: 28 Posted: 24 Dec 2008

Vineer Bhansali, Yonathan Schwarzkopf and Mark B. Wise

LongTail Alpha, LLC, Lime Brokerage LLC and California Institute of Technology

Downloads 401 (127,234)

Abstract:

15.

Correlated Random Walks and the Joint Survival Probability

Number of pages: 13 Posted: 07 Jul 2004

Mark B. Wise and Vineer Bhansali

California Institute of Technology and LongTail Alpha, LLC

Downloads 383 (134,032)

Abstract:

16.

Portfolio Allocation to Corporate Bonds with Correlated Defaults

Downloads 360 (143,528)

Citation 2

2

Portfolio Allocation to Corporate Bonds with Correlated Defaults

CALT Working Paper No. 68-2365

Number of pages: 18 Posted: 27 May 2002

Mark B. Wise and Vineer Bhansali

California Institute of Technology and LongTail Alpha, LLC

Downloads 360 (142,456)

Citation 2

Abstract:

Portfolio Allocation to Corporate Bonds with Correlated Defaults

Journal of Risk, Vol. 5, No. 1, Fall 2002

Posted: 09 Dec 2002

Mark B. Wise and Vineer Bhansali

California Institute of Technology and LongTail Alpha, LLC

Abstract:

17.

Good States, Bad States: What Do Options Tell Us About Schizophrenic Behavior of Mr. Market and What Can We Do About It?

Number of pages: 19 Posted: 12 Jan 2021

Vineer Bhansali and Jeremie Holdom

LongTail Alpha, LLC and LongTail Alpha, LLC

Downloads 350 (148,019)

Abstract:

18.

Implications of Correlated Default for Portfolio Allocation to Corporate Bonds

Downloads 285 (183,869)

2

Implications of Correlated Default for Portfolio Allocation to Corporate Bonds

California Inst. of Tech. Working Paper No. CALT-68-2405

Number of pages: 18 Posted: 09 Sep 2002

Mark B. Wise and Vineer Bhansali

California Institute of Technology and LongTail Alpha, LLC

Downloads 285 (182,875)

Abstract:

Implications of Correlated Default for Portfolio Allocation to Corporate Bonds

Journal of Investment Management, Vol. 3, No. 1, First Quarter 2005

Posted: 30 Mar 2005

Mark B. Wise and Vineer Bhansali

California Institute of Technology and LongTail Alpha, LLC

Abstract:

19.

How Much Should Investors Pay for Leverage?

Number of pages: 13 Posted: 04 Apr 2005

Vineer Bhansali and Mark B. Wise

LongTail Alpha, LLC and California Institute of Technology

Downloads 273 (192,131)

Citation 1

Abstract:

20.

Diversification and Generalized Tracking Errors for Correlated Non-Normal Returns

Downloads 253 (207,242)

2

Diversification and Generalized Tracking Errors for Correlated Non-Normal Returns

California Institute of Technology Working Paper No. CALT-68-2400

Number of pages: 6 Posted: 01 Oct 2002

Mark B. Wise and Vineer Bhansali

California Institute of Technology and LongTail Alpha, LLC

Downloads 253 (206,369)

Abstract:

Diversification and Generalized Tracking Errors for Correlated Non-Normal Returns

Quantitative Finance, Vol. 2, No. 6, pp. 482-486, December 2002

Posted: 12 Feb 2003

Mark B. Wise and Vineer Bhansali

California Institute of Technology and LongTail Alpha, LLC

Abstract:

21.

Taylor Rules Under the Risk-Management Paradigm of Discretionary Monetary Policy

Number of pages: 15 Posted: 09 Nov 2005

Vineer Bhansali and Mark B. Wise

LongTail Alpha, LLC and California Institute of Technology

Downloads 242 (216,432)

Citation 1

Abstract:

22.

Asymmetric Monetary Policy Rules and the Yield Curve

Number of pages: 20 Posted: 20 Mar 2006

Matthew P. Dorsten, Vineer Bhansali and Mark B. Wise

California Institute of Technology, LongTail Alpha, LLC and California Institute of Technology

Downloads 225 (232,129)

Citation 3

Abstract:

23.

Lending To Lose: Who Buys Negatively Yielding Bonds And What It Means For Investors

Number of pages: 24 Posted: 27 Dec 2019

Vineer Bhansali

LongTail Alpha, LLC

Downloads 195 (264,864)

Abstract:

24.

Endogenous Yield Curve Risk from Central Bank Policy Uncertainty

Number of pages: 13 Posted: 04 Dec 2006

Vineer Bhansali and Mark B. Wise

LongTail Alpha, LLC and California Institute of Technology

Downloads 176 (289,919)

Abstract:

25.

The Incredible Upside-Down Fixed-Income Market - Negative Interest Rates and Their Implications

CFA Institute Research Foundation Books, June 2021

Number of pages: 116 Posted: 27 Jul 2021

Vineer Bhansali

LongTail Alpha, LLC

Downloads 137 (356,628)

Citation 1

Abstract:

26.

Option Total Return and Active Option Portfolio Management

Number of pages: 15 Posted: 13 Oct 2023

Vineer Bhansali, Linda Chang, Jeremie Holdom and Matthew J. Johnson

LongTail Alpha, LLC, LongTail Alpha, LLC, LongTail Alpha, LLC and LongTail Alpha, LLC

Downloads 95 (464,715)

Abstract:

27.

Build America Bonds

Downloads 62 (593,118)

Citation 1

2

Build America Bonds

NBER Working Paper No. w16008

Number of pages: 17 Posted: 30 Sep 2019 Last Revised: 30 Mar 2023

Andrew Ang, Vineer Bhansali and Yuhang Xing

BlackRock, Inc, LongTail Alpha, LLC and Rice University

Downloads 62 (602,800)

Citation 1

Abstract:

Build America Bonds

Posted: 02 May 2010

Andrew Ang, Vineer Bhansali and Yuhang Xing

BlackRock, Inc, LongTail Alpha, LLC and Rice University

Abstract:

28.

Monetization Matters: Active Tail Risk Management and The Great Virus Crisis

Posted: 10 Aug 2020

Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport

LongTail Alpha, LLC, LongTail Alpha, LLC, LongTail Alpha, LLC and LongTail Alpha, LLC

Abstract:

29.

Right Tail Hedging: Managing Risk When Markets Melt Up

Posted: 15 Feb 2018

Vineer Bhansali

LongTail Alpha, LLC

Abstract:

30.

Everybody's Doing it: Short Volatility Strategies and Shadow Financial Insurers

Forthcoming, Financial Analysts Journal, Vol. 74, No. 2, 2018

Posted: 17 Nov 2017 Last Revised: 09 Nov 2020

Vineer Bhansali and Lawrence Harris

LongTail Alpha, LLC and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Abstract:

31.

A Comparison of Municipal Bond Index Weighting Schemes

Posted: 24 Mar 2015

Vineer Bhansali, Ethan Namvar, Kuntara Pukthuanthong and Shane D. Shepherd

LongTail Alpha, LLC, University of California, Berkeley - Haas School of Business, University of Missouri, Columbia and Research Affiliates, LLC

Abstract:

32.

Carry and Trend in Lots of Places

https://doi.org/10.3905/jpm.2015.41.4.082

Posted: 18 Mar 2015

Vineer Bhansali, Josh Davis, Matthew P. Dorsten and Graham Rennison

LongTail Alpha, LLC, Pacific Investment Management Company (PIMCO), California Institute of Technology and Pacific Investment Management Company (PIMCO)

Downloads 0 (1,054,483)

Abstract:

33.

The Risk in Risk Parity: A Factor-based Analysis of Asset-based Risk Parity

Journal of Investing, Vol. 21, No. 3, Fall 2012, pp. 102-110

Posted: 25 Oct 2012 Last Revised: 28 Dec 2016

Vineer Bhansali, Josh Davis, Graham Rennison, Jason C. Hsu, Jason C. Hsu and Feifei Li

LongTail Alpha, LLC, Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), Research AffiliatesRayliant Global Advisors and Research Affiliates, LLC

Abstract:

34.

Fat Tails and Stop-Losses in Portable Alpha

Journal of Investment Management (JOIM), Third Quarter 2011

Posted: 24 Aug 2011

Mark B. Wise, Yonathan Schwarzkopf and Vineer Bhansali

California Institute of Technology, Lime Brokerage LLC and LongTail Alpha, LLC

Abstract:

35.

Offensive Risk Management II: The Case for Active Tail Risk Hedging

Journal of Portfolio Management, Forthcoming

Posted: 09 May 2010

Vineer Bhansali

LongTail Alpha, LLC

Abstract:

36.

Market Crises-Can the Physics of Phase Transitions and Symmetry Breaking Tell Us Anything Useful?

Journal Of Investment Management (JOIM), Third Quarter 2009

Posted: 13 Oct 2009 Last Revised: 19 Oct 2010

Vineer Bhansali

LongTail Alpha, LLC

Abstract:

37.

How Valuable are the TALF Puts?

Posted: 11 Aug 2009

Vineer Bhansali

LongTail Alpha, LLC

Abstract:

38.

Asset Allocation: Putting Economics (Back) in the Mix

Posted: 30 Oct 2008

Vineer Bhansali

LongTail Alpha, LLC

Abstract:

39.

Systemic Credit Risk: What is the Market Telling Us?

Financial Analysts Journal, Vol. 64, No. 4, 2008

Posted: 23 Sep 2008

Vineer Bhansali, Robert Gingrich and Francis A. Longstaff

LongTail Alpha, LLC, affiliation not provided to SSRN and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

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