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  • 浙江快乐彩基本走势图:
    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" (2016)


    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


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  • 铜梁:原乡风情墙画扮靓山村 2019-06-19
  • 2018年俄罗斯世界杯 激情澎湃!俄罗斯世界杯开幕 2019-05-21
  • 建国后,除了国家机构外,还有众多行业领域都冠以“人民”二字,人民铁道,人民邮电,人民电力,人民公安,人民币。。。 2019-05-16
  • 实力先锋音乐人JOJI新单“YEAH RIGHT”上线今年 单曲 2019-05-16
  • 2019年篮球世界杯筹备工作全面提速 2019-05-03
  • [视频]习近平打老虎动漫续集:当官要对自己狠一点 2019-05-01
  • 武汉市武昌区:“一网打尽·双网融合”服务群众零距离 2019-04-13
  • 女性之声——全国妇联 2019-04-09
  • 华为新平板!MediaPad M5 将配麒麟 960 2019-03-14
  • 薛之谦发布声明回应“李雨桐爆料” 说了什么? 2019-03-11
  • 个税改革专项抵扣破题渐近 首套房贷利率有望纳入选项 2019-03-08
  • 风口来了 分散式风电有望“东山再起” 2019-03-08
  • 肥西:居民楼前路面塌出大坑 面积数十平米 2019-02-25
  • 强化精细管理 曾文明调研城市美化靓化工作 2019-02-25
  • 2013环球企业领袖宁夏圆桌会议嘉宾云集 2019-02-21
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