Please ensure Javascript is enabled for purposes of website accessibility Fairy Tails: Lessons from 150 years of Drawdowns - Janus Henderson Investors

Fairy Tails: Lessons from 150 years of Drawdowns

Ashwin Alankar, PhD

Ashwin Alankar, PhD

Head of Global Asset Allocation | Portfolio Manager


Allan Maymin

Allan Maymin

Portfolio Manager | Quantitative Researcher


Philip Maymin, PhD

Philip Maymin, PhD

Portfolio Manager | Director of Asset Allocation Strategies


Myron Scholes, PhD

Myron Scholes, PhD

Chief Investment Strategist


30 Aug 2023
20 minute read

Ashwin Alankar, Allan Maymin, Philip Maymin, and Myron Scholes examine 150 years of US stock market data to determine the causes and drivers of downside tail events and identify which types of tail hedge strategies were most effective at mitigating each respective event.

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Ashwin Alankar, PhD

Ashwin Alankar, PhD

Head of Global Asset Allocation | Portfolio Manager


Allan Maymin

Allan Maymin

Portfolio Manager | Quantitative Researcher


Philip Maymin, PhD

Philip Maymin, PhD

Portfolio Manager | Director of Asset Allocation Strategies


Myron Scholes, PhD

Myron Scholes, PhD

Chief Investment Strategist


30 Aug 2023
20 minute read

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