Hedging in equities
10 papers on hedging in equities as a systematic trading strategy. Hedging papers on single stocks and equity indices: 10 of the 20 in hedging strategies. 3 name a method, most often linear factor models (3). The most cited is Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model (2001).
Papers102001–2026
Share of the family50 %10 of 20
| cited by | method | ||
|---|---|---|---|
| Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model by Brennan et al. | 40 | Linear factor models | 2001 |
| Tail Hedging Strategies by Strub | 13 | 2013 | |
| Mean Variance Optimal VWAP Trading by McCulloch and Казаков | 6 | 2011 | |
| Understanding Stock Return Predictability by Guo and Savickas | 1 | 2006 | |
| Back to Basics on Factor-based Risk Management by Barrera and Alcántara-López | 0 | Linear factor models | 2026 |
| Hedge Ratio Estimation and Risk-Return Dissociation in Pairs Trading: Kalman Filtering under Structural Instability by Baskaran | 0 | Bayesian +2 | 2026 |
| Equity Tail Protection Strategies Before, During, and After COVID by Israelov and Ndong | 0 | 2023 | |
| Model-Free Market Risk Hedging Using Crowding Networks by Zlotnikov et al. | 0 | 2023 | |
| Scientific Investing in the Real World: Unifying the Extremes: Randomness Determinism Causality : Black Swan & Tail Risk Hedging Black Swan, Tail Risk Hedging, Convexity, Causality, Dynamics in Financial Market Causal Adjusted Randomized Factor Investing by Mani | 0 | 2023 | |
| The Effectivity of Selected Systematic Crisis Hedge Strategies and Factor Strategies by Vojtko and Cisár | 0 | 2020 |
Papers on hedging in equities from other families
1 paper| filed under | ||
|---|---|---|
| Specialized Human Capital, Unemployment Risk, and the Value Premium by Jank | Value investing | 2014 |