The CBOE VIX Premium Strategy Index
CBOE I 2007 How many remember when the CBOE introduced the VIX Premium Strategy Index (VPD) and the Capped VIX Premium Strategy Index...
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- 2 min
Volatility Trading Strategies
Professor Menelaos Karanasos Abstract Volatility is essentially the risk aspect of the market. It is the perception of risk that is...
- 3 min
CBOE VIX Whitepaper
CBOE I 2015 Abstract In 1993, the Chicago Board Options Exchange® (CBOE®) introduced the CBOE Volatility Index® (VIX® Index), which was...
- 2 min
Constructing Zero-Beta VIX Portfolios with Dynamic CAPM
Jiaqi Chen and Michael L. Tindall I June 2014 Abstract This whitepaper focuses on actively managed portfolios of VIX derivatives...
- 2 min
Easy Volatility Investing
Tony Cooper I April 2013 Abstract For many decades the only way to invest in volatility has been through trading options, futures, or...
- 2 min
Managed Volatility Strategies: Applications to Investment Policy
Dr. Frederick E. Dopfel and Sunder R. Ramkumar In Dr. Dopfel's extremely important article he points out how investors may choose to...
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