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Tail risk insurance a long-term cost blow-out

Insuring against tail risk is too costly and a drag on long-term performance, with AQR Capital Management research revealing investors should instead make changes to their portfolio construction and risk management policies to better protect against unexpectedly large losses.
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Tail hedging can balance risk: PIMCO

Executive vice-president and head of client analytics at PIMCO, Sebastien Page, who is tasked with bringing the intellectual and analytical capital of the manager to clients in a new consultant-type role, says tail-risk hedging is an effective way to reduce volatility and enhance returns.