Hedge

Risk
  ☰ Hedgeable Risk
      ✭ Equity Risk
      ✭ Equity Index Risk
      ✭ Commodity Risk
      ✭ Currency Risk
      ✭ Interest Rate Risk
      ✭ Credit Risk
      ✭ Market Volatility Risk


Strategy
  ☰ Hedge Strategy
      ✭ Back-to-Back Hedging Strategy
      ✭ Tracker Hedging Strategy
      ✭ Delta-Hedging Strategy
      ✭ Risk Reversal Strategy
      ✭ Natural Hedges Strategy
      ✭ Convertible Arbitrage Strategy

Types
  ☰ Hedge Types
      ✭ Equity Stock
          ✺ Equity Future
          ✺ Equity Covered Call
          ✺ Equity Short Strangle
          ✺ Equity Convertible Arbitrage
      ✭ Equity Index
          ✺ Equity Index Short Strangle
      ✭ Equity Cash
          ✺ Equity Future
          ✺ Equity Covered Call
          ✺ Equity Short Strangle
      ✭ Equity ETF
          ✺ Index Arbitrage ETF
          ✺ Equity Index Option
            ✻ Equity Index Short Strangle Strategy
      ✭ Mutual Fund
          ✺ Hedge Fund
            ✻ Hedge Fund Arbitrage
            ✻ Hybrid Arbitrage Fund
            ✻ Long/short Strategy Fund
            ✻ Global Macro Strategy Fund
            ✻ Directional Hedge Strategy Fund
            ✻ Event Driven Hedge Strategy Fund
            ✻ Relative Value Arbitrage Hedge Strategy Fund
            ✻ Capital Structure Strategy Fund
      ✭ Debt
          ✺ Credit Default Swap
          ✺ Interest Rate Future
            ✻ G-Sec Future
            ✻ G-Sec Future Spread
            ✻ T-Bill Future
            ✻ Overnight MIBOR Future
          ✺ Interest Rate Option
            ✻ G-Sec Option
          ✺ Interest Rate Forward
      ✭ Commodity Spot
          ✺ Commodity Future
          ✺ Natural Hedge
      ✭ Currency Spot
          ✺ Currency Future
          ✺ Currency Forward
      ✭ Derivatives
          ✺ Back-to-Back Hedge
          ✺ Tracker Hedge
          ✺ Delta Hedge
          ✺ Risk Reversal Hedge
      ✭ Market Volatility
          ✺ Modern Portfolio Theory
          ✺ Post-Modern Portfolio Theory
          ✺ Black–Litterman Model
          ✺ Intertemporal Portfolio Choice
          ✺ Black–Litterman Model
          ✺ Marginal Conditional Stochastic Dominance
          ✺ Markowitz Model
          ✺ Kelly Criterionl
          ✺ Universal Portfolio Algorithm
          ✺ Mutual Fund Separation Theorem