Stefan Meyer is a certified and licensed stock exchange trader, Head Trader, and Supervisor at Deutsche Börse AG and Eurex in Frankfurt. He is currently responsible for derivatives trading on futures exchanges worldwide. He earned his Executive Doctorate in Business Administration (EDBA) under the supervision of Prof. Dr. Marco Heimann at the University of Lyon 3 Jean Moulin.
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Portfolio Management in Economic Crises
Stefan Meyer
In this book, Stefan Meyer empirically examines standardized futures trading strategies for their suitability in reducing systematic portfolio risk. To this end, he analyzes price, interest rate, and volatility data during the twelve largest financial and economic crises between 1987 and 2022.The findings show that—contrary to the arguments of neoclassical capital market theory—derivatives can, in general, provide tangible benefits in modern portfolio management. These benefits may include lower overall risk...
