Hedging strategies
20 papers on hedging strategies as a systematic trading strategy. Rules for hedging portfolio risk, tail risk and deep hedging.
Also searched as: hedging strategies, tail-risk hedging, deep hedging, portfolio insurance
Papers202001–2026
Share of the family100 %20 of 20
Asset
Method
Papers by yearHedging strategies
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model by Brennan et al.Equities | 40 | Equities | 2001 |
| When You Hedge Discretely: Optimization of Sharpe Ratio for Delta-Hedging Strategy under Discrete Hedging and Transaction Costs by SeppAsset not named | 5 | Asset not named | 2011 |
| Deep Hedging with Options Using the Implied Volatility Surface by François et al.Volatility and options | 3 | Volatility and options | 2025 |
| Dynamic Hedging of Currency Risk in Investment Strategies by Chakravorty and AwasthiCurrencies | 1 | Currencies | 2018 |
| Latest additions | asset | |
|---|---|---|
| Hedge Ratio Estimation and Risk-Return Dissociation in Pairs Trading: Kalman Filtering under Structural Instability by BaskaranEquities | Equities | 2026 |
| Regime-Adaptive Volatility Surface Arbitrage by NguyenVolatility and options | Volatility and options | 2026 |
| Back to Basics on Factor-based Risk Management by Barrera and Alcántara-LópezEquities | Equities | 2026 |
| Deep Hedging with Options Using the Implied Volatility Surface by François et al.Volatility and options | Volatility and options | 2025 |
| Intricacies of Implementing Derivatives: Insights from Asset Management Experts, Part 1 by FabozziMulti-asset | Multi-asset | 2024 |
Assets with their own page
10 papers| Hedging in equities | 10 |
Hedging in volatility and options
3 papers| cited by | method | ||
|---|---|---|---|
| Regime-Adaptive Volatility Surface Arbitrage by Nguyen | 0 | State-space models +2 | 2026 |
| Deep Hedging with Options Using the Implied Volatility Surface by François et al. | 3 | 2025 | |
| The Effective and Cost-Efficient Use of CBOE Volatility Instruments in an Equity Portfolio by Lin | 0 | 2011 |
Hedging in currencies
2 papers| cited by | method | ||
|---|---|---|---|
| Dynamic Hedging of Currency Risk in Investment Strategies by Chakravorty and Awasthi | 1 | 2018 | |
| Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises by Caporin et al. | Classical time series | 2013 |
Hedging in multi-asset
2 papers| cited by | method | ||
|---|---|---|---|
| Intricacies of Implementing Derivatives: Insights from Asset Management Experts, Part 1 by Fabozzi | 0 | 2024 | |
| Hedging Effectiveness of Vix Futures by Lin and Lin | 0 | Mathematical derivation | 2009 |
Hedging, no asset class named
3 papers| cited by | method | ||
|---|---|---|---|
| Investment Risk Minimization and Optimization of Future Pension Plans by Vodička | 0 | 2023 | |
| When You Hedge Discretely: Optimization of Sharpe Ratio for Delta-Hedging Strategy under Discrete Hedging and Transaction Costs by Sepp | 5 | Mathematical derivation | 2011 |
| Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy by Brodén and Wiktorsson | 2 | Mathematical derivation | 2010 |
Papers on hedging from other families
1 paper| filed under | ||
|---|---|---|
| Profit-and-Loss of Option Strategies under Quadratic Skew Parametrization by Sepp | Options trading strategies | 2010 |