Stress-Testing Volatility Risk Premium Harvesting Strategies Based on S&P 500 Index Options
Wei Ge
The Journal of Beta Investment Strategies Summer 2017, 8 (1) 37-46; DOI: https://doi.org/10.3905/jii.2017.8.1.037
Wei Ge
is a senior researcher at Parametric Portfolio Associates, LLC in Minneapolis, MN
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In this issue
The Journal of Beta Investment Strategies
Vol. 8, Issue 1
Summer 2017
Stress-Testing Volatility Risk Premium Harvesting Strategies Based on S&P 500 Index Options
Wei Ge
The Journal of Beta Investment Strategies May 2017, 8 (1) 37-46; DOI: 10.3905/jii.2017.8.1.037