安徽11选5彩票平台:
3rd Party Research

This portion of the site is intended for research papers and market commentaries of interest to institutional options investors.

Note: Your use of 3rd Party Research is subject to the Terms and Conditions of Cboe Websites.

Reports

Active Trader
"The VIX Reality Check" (May 2010)


Aon Hewitt
"Harvesting the Equity Insurance Risk Premium: Know Your Options" (December 2014)


AQR Capital Management
"Covered Calls Uncovered" (November 2015)
"Still Not Cheap: Portfolio Protection in Calm Markets" (August 2015)
"Embracing Downside Risk" (January 2017)
NEW! - "Understanding the Volatility Risk Premium" (May 2018)


Artemis Capital Management
"Dennis Rodman and the Art of Portfolio Optimization" (April 2016)
"Volatility at World's End - Research Paper" (April 2012)
"Volatility at World's End - Volatility Visualization Video" (April 2012)


Asset Consulting Group
"An Analysis of Index Option Writing for Liquid Enhanced Risk-Adjusted Returns" (January 2012)
"Key Tools for Hedging and Tail Risk Management" (February 2012)


Berenberg Asset Management
"The Rising Use of Short Volatility Strategies: Separating Fact from Fiction" (August 2017)


Cambridge Associates, LLC.
"Highlights from the Benefits of Selling Volatility" (2011)


Cboe Options Institute / Option Pit
"A Leveraged Portfolio Management Approach Applying The Cboe S&P 500 2% OTM BuyWrite Index" (March 2017)
"A Leveraged Portfolio Management Approach Applying The Cboe Russell 2000 PutWrite Index" (August 2017)


DGV Solutions
NEW! - "After the Volpocalypse" (Feb 2018)


Employees Retirement System of Texas
"Use of Option Strategies to Improve Risk-Adjusted Returns on a 60/40 Investment Portfolio." (July 2016)


Feldman, Barry, and Dhruv Roy
"Passive Options-Based Investment Strategies: The Case of the Cboe S&P 500 BuyWrite Index." (Summer 2005)


Fund Evaluation Group
"Evaluation of BuyWrite and Volatility Indexes: Using the Cboe DJIA BuyWrite Index (BXD) and the Cboe DJIA Volatility Index (VXD) for Asset Allocation and Diversification Purposes" (Jan 2007)


Gladius Capital Management LP
"A Lot of VIX Noise" (May 2017)
"Low Volatility Environment" (June 2017)
"Volatility Strategy Effects on the US Implied Volatility Surface" (July 2017)


Hewitt EnnisKnupp
"Evaluating the Performance Characteristics of the Cboe S&P 500 PutWrite Index" (Dec 2008)
"The Cboe S&P 500 BuyWrite Index (BXM) - A Review of Performance" (2012)


Ibbotson Associates
"Highlights from Case Study on BXM Buy-Write Options Strategy" (Aug 2004)


IPS Strategic Capital
"A Study in Portfolio Diversification with the use of VIX Options"o (April, 2015)


Parametric Portfolio Associates
"Insights and Research"


Russell Investments
"Strategy Spotlight Considerations in Volatility Trading" (May 2014)
"Capturing the Volatility Premium through Call Overwriting." (December 2010)


S&P Dow Jones Indices
NEW! - "Global Applications of S&P 500® Sectors" (March 2018)
"Capturing the Index Effect via Options" (June 2008)
"A Practitioner's Guide to VIX®" (Dec 2017)
"Reading VIX®: Does VIX Predict Future Volatility?" (Nov 2017)
"VIX®: Beyond the Basics" (Dec 2017)


Schneeweis, Thomas, and Richard Spurgin
"The Benefits of Index Option-Based Strategies for Institutional Portfolios" The Journal of Alternative Investments, (Spring 2001), pp. 44-52.


SIGLO Capital Advisors
"Rebalancing Using Options" (Mar 2014)


University of Massachusetts
"VIX Futures and Options-A Case Study of Portfolio Diversification During the 2008 Financial Crisis" (Full version)" and 2-page summary


Whaley, Robert
"Risk and Return of the Cboe BuyWrite Monthly Index" The Journal of Derivatives (Winter 2002), pp. 35-42.


 

Links for More Information and Reports

Benchmark Indexes (BXM, PUT, etc.) and Key Papers
Bibliography of Articles on BuyWrites and Other Options Strategies

'; $('body').prepend(noscript);
  • “基因魔剪”安全性再遭质疑 2019-04-22
  • 武汉市武昌区:社区学校筑平台 班长议事谋担当 2019-04-22
  • 世界最强大超级计算机诞生?运算峰值每秒20亿亿次,远超中国神威 2019-04-20
  • 济南时报总编辑赵治国祝贺人民日报创刊70周年 2019-04-20
  • 丢掉再次谈判的幻想,中国要作好长期与美国打贸易战的准备。这并不是我们好战,完全是因为特朗普是一个出尔反尔、六亲不认、利欲熏心、执意与世界为敌的疯子。我们必... 2019-04-19
  • 黑龙江国际生态旅游峰会“解锁”绿色经济时代 2019-04-19
  • 为什么截留信马克的帖子?这还有摆事实讲道理存在吗? 2019-04-16
  • 6月温州市区普通商品住房地块集中出让 2019-04-14
  • 银行理财预期收益连续3个月下跌 2019-04-14
  • 【新媒体矩阵】雄安见闻 2019-04-12
  • 《中国教育报》电子版 2019-04-12
  • 照片审核处理工具使用说明 2019-04-04
  • 谈谈人的本质——显意识下的潜意识【骨子里】——条件反射,或者不自觉行动的客观唯物性 2019-04-04
  • “西瓜足迹”瞎掰与“晒的虚荣” 2019-04-03
  • LADY咔咔(40)这台7座SUV祖传治中风 2019-04-03
  • 12| 839| 841| 733| 440| 788| 624| 558| 258| 215|