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Derivative applications to asset allocation and multi-asset management

Author

Listed:
  • William Cazalet

    (Newton Investment Management North America)

  • Dimitri Curtil

    (Newton Investment Management North America)

  • Frank J. Fabozzi

    (Johns Hopkins University)

  • Scott Hixon

    (Invesco)

  • Alexander Rudin

    (State Street Global Advisors)

  • Rahul Sathyajit

    (State Street Global Advisors)

  • James Stavena

    (Newton Investment Management North America)

  • Shubham Upadhyay

    (State Street Global Advisors)

Abstract

This article provides applications of derivatives to asset allocation and multi-asset management. The four applications include using futures for top-down asset allocation, deploying portable alpha strategies using derivatives to achieve desired convexity in payoff profiles, developing effective hedging strategies, and using derivatives for active speculative views by proprietary traders.

Suggested Citation

  • William Cazalet & Dimitri Curtil & Frank J. Fabozzi & Scott Hixon & Alexander Rudin & Rahul Sathyajit & James Stavena & Shubham Upadhyay, 2024. "Derivative applications to asset allocation and multi-asset management," Journal of Asset Management, Palgrave Macmillan, vol. 25(6), pages 531-551, October.
    • Handle: RePEc:pal:assmgt:v:25:y:2024:i:6:d:10.1057_s41260-024-00364-1
    DOI: 10.1057/s41260-024-00364-1
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