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  • 《脱身》《爱国者》谍战剧暑期档C位霸屏 2019-11-10
  • 150块地铁灯牌高调“炫父” 温暖南京城 2019-11-01
  • “分食金枪鱼”,创意再好也难掩难看吃相 2019-10-31
  • 天润·西山农牧场亚心网第十届全民植树节举行 2019-10-23
  • 宜春:烈日炎炎赛龙舟 “晒”出交警好警容(图) 2019-10-23
  • 关于人类所有的知识问题,其实都是社会问题。就“社会”两个字。 2019-10-18
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  • 3d走势图和值跨度带连线彩宝网:
    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

    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)
    "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 - 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)


    DGV Solutions
    "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
    "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
    "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)


    SIGLO Capital Advisors
    "Rebalancing Using Options" (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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  • 赖传珠:曾率军“集体强渡”解放海南岛 留下25年的战地日记 2019-11-10
  • 《脱身》《爱国者》谍战剧暑期档C位霸屏 2019-11-10
  • 150块地铁灯牌高调“炫父” 温暖南京城 2019-11-01
  • “分食金枪鱼”,创意再好也难掩难看吃相 2019-10-31
  • 天润·西山农牧场亚心网第十届全民植树节举行 2019-10-23
  • 宜春:烈日炎炎赛龙舟 “晒”出交警好警容(图) 2019-10-23
  • 关于人类所有的知识问题,其实都是社会问题。就“社会”两个字。 2019-10-18
  • 俞正声:广泛开展对外友好交往 2019-10-16
  • 睡前吃钙片、降脂药最好 服药的最佳时间点在哪? 2019-10-16
  • 回复@老老保老张工:你跟你老婆害羞要不要也上报呢?也许正好会安排任务哟。 2019-09-29
  • 第524期:有了脂肪肝,膳食营养要从这五方面调整 2019-09-09
  • 强村带弱村结对共发展 2019-09-09
  • 聚焦两会:人大代表审议《政府工作报告》 2019-08-29
  • 歼20领衔 三款国产最先进战机训练让人眼花缭乱 2019-08-29
  • 叙利亚礼俗(礼仪漫谈) 2019-08-18
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