Portfolio Protection? It’s a Long (Term) Story…
Nicholas McQuinn, Ashwin Thapar and Dan Villalon
The Journal of Portfolio Management February 2021, 47 (3) 35-50; DOI: https://doi.org/10.3905/jpm.2020.1.203
Nicholas McQuinn
is an associate at AQR Capital in Greenwich, CT
Ashwin Thapar
is a principal at AQR Capital in Greenwich, CT
Dan Villalon
is a managing director at AQR Capital in Greenwich, CT
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 3
February 2021
Portfolio Protection? It’s a Long (Term) Story…
Nicholas McQuinn, Ashwin Thapar, Dan Villalon
The Journal of Portfolio Management Jan 2021, 47 (3) 35-50; DOI: 10.3905/jpm.2020.1.203
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- Article
- Abstract
- WHY THE LENGTH OF A DRAWDOWN MATTERS
- A REAL-WORLD EXAMPLE: TECH BUST VERSUS GLOBAL FINANCIAL CRISIS
- TURNING TO THE DATA
- OPTIONS-BASED HEDGING STRATEGIES TEND TO WEAKEN OVER TIME
- WHAT ACTUALLY HOLDS UP OVER THE LONG HAUL10
- PUTTING IT ALL TOGETHER
- CASE STUDY: THE COVID-19 PANDEMIC
- CONCLUSION
- ACKNOWLEDGMENTS
- APPENDIX
- ENDNOTES
- REFERENCES
- Info & Metrics
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