Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy

C-Tier

Journal: Journal of Futures Markets

Year: 2025

Volume: 45

Issue: 8

Pages: 977-1005

Authors (2)

Min Cao (not in RePEc) Thomas Conlon (University College Dublin)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count