LongTail Alpha believes that sustained portfolio performance comes from expecting the unexpected, and from positioning portfolios to earn yield while maintaining convexity. The firm blends a solutions approach with value added from expertise in implementation of these solutions in a portfolio form. The firm has developed a proprietary framework based on academically rigorous research, and tested over two decades of implementation, which assists in analyzing the portfolio risks, hedging both “left-side” or negative tail risks and “right-side” or positive tail risks, and by optimizing performance by combining market positions and risk allocation across asset classes.
LongTail Alpha was founded in 2015 by Vineer Bhansali, Ph.D., with over two decades of experience in both developing many of tail risk management frameworks in use by the industry today, and in managing portfolios and funds for clients at PIMCO for over 15 years. Dr. Bhansali also is a well-known expert on option pricing, portfolio construction, tail risk management and momentum, as well as a practitioner respected in both industry and academia.
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