Harvesting the S&P500 Volatility Risk Premium

And doing it in a risk-reduced way

FERI TRUST GmbH

The ultimate goal of an investor should be to identify and exploit attractive risk premia in capital markets. Risk premia and factor exposures have been intensively discussed in academic literature as a framework for decision-making processes in the area of Absolute Return and Hedge Fund investing. However, to practically extract a risk premium and to offer market participants an attractive investment opportunity requires a very structured approach. This article provides an insight on how to efficiently...

This article is only available to subscribers.

Having problems?

If you have any questions regarding subscriptions or restricted content, please contact us on +44 (0)207 278 3385 or info@hedgefundjournal.com