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Swan Content and Resources Library

Dive into this curat­ed col­lec­tion of the most pop­u­lar resources that provide a deep­er under­stand­ing of the Defined Risk Strat­e­gy, com­pelling pre­sen­ta­tions, research white papers, per­for­mance updates, and insights from the port­fo­lio man­age­ment team.

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DRS Solutions

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GBU Newsletter

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Performance

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Research

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Hope for the Best, Prepare for the Worst (full version)

White paper — Hope for the Best and Pre­pare for the Worst (full ver­sion)   Down­load White Paper   Swan Research — Inno­v­a­tive Thought Lead­er­ship Although we are many years removed from the depths of the finan­cial […]

Portfolio Optimization: Thinking Outside the Style Box

White paper — Port­fo­lio Opti­miza­tion: Think­ing ‘Out­side the Style Box’ (full ver­sion) Down­load White Paper Swan Research — Inno­v­a­tive Port­fo­lio Opti­miza­tion Swan is focused on help­ing provide finan­cial advi­sors with the thought lead­er­ship nec­es­sary to […]

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Entire Swan Content and Resources Library

Asset Allocation Strategies

By def­i­n­i­tion, sys­tem­at­ic risk can­not be diver­si­fied away. There­fore, at Swan, we believe if you can’t diver­si­fy away sys­tem­at­ic risk, you must hedge it away. The goal of this study is to show how hedged equi­ty, through an invest­ment vehi­cle such as the Defined Risk Strat­e­gy, can be supe­ri­or to tra­di­tion­al asset allo­ca­tion or help enhance it.

Greek Lessons: Vega Explained

The volatil­i­ty of an option’s under­ly­ing asset is one of the major fac­tors in deter­min­ing the val­ue of that option. An option’s sen­si­tiv­i­ty to volatil­i­ty is known as “vega” and is one of the so-called “Greeks” that are used to deter­mine an option’s val­ue.

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