|
Volatility overlay- reconnecting risk & return for equities |
||
|
|
||
|
This paper explores volatility overlay. It is a strategy that at each point in time, selects a combination of options to minimise the volatility of a portfolio, subject to the constraint that the expected cost of the optio... |
Not yet a Member? It’s quick and free to join. Already a member? Please log in.
© 2014 Portfolio Construction Forum, Brillient Investment Publishing Pty Ltd ABN 19 122 531 337. All rights reserved.
Refer Terms & Conditions of Use.
Similar Articles