I'm currently having a little fun with the Utility Theory approach to asset allocation. Here's an another quick note at SSRN on the Optimal Hedging of Assets with Pathological Distributions of Returns. https://lnkd.in/eGiNhjqQ I'm stealing from the best which, in this case, includes Clive Granger. hashtag#markets hashtag#finance hashtag#stocks hashtag#quantresearch hashtag#portfoliotheory hashtag#hedging hashtag#options