Jeremie Holdom

LongTail Alpha, LLC

Economic Research Strategist

500 Newport Center Drive

Suite 820

Newport Beach, CA 92660

United States

  • LongTail Alpha, LLC

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 29,328

SSRN RANKINGS

Top 29,328

in Total Papers Downloads

3,571

TOTAL CITATIONS

0

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Risk Parity With Trend Following

Number of pages: 17 Posted: 18 Feb 2024
Vineer Bhansali, Linda Chang, Jeremie Holdom, Matthew J. Johnson and Colin Suvak
LongTail Alpha, LLC, LongTail Alpha, LLC, LongTail Alpha, LLC, LongTail Alpha, LLC and LongTail Alpha, LLC
Downloads 1,225 (35,225)

Abstract:

Loading...

Risk Parity, Trend-Following

2.

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 1,116 (40,344)

Abstract:

Loading...

Diversification, Hedging, Risk Mitigation

3.

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 841 (59,876)

Abstract:

Loading...

Tail Hedging

4.

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 389 (156,176)

Abstract:

Loading...

Options, Bimodality, Elections, Market Behavior, Asset Allocation, Hedging

5.

Option Total Return and Active Option Portfolio Management

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

Abstract:

Loading...

Options, Black-Scholes, Total Return, Tail Risk Hedging

6.

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:

Loading...

Tail Risk Hedging, Monetization, COVID-19