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Russell Investments  Capturing the volatility premium through call overwriting By Scott Russell Investments  Capturing the volatility premium through call overwriting By Scott

Russell Investments Capturing the volatility premium through call overwriting By Scott - PDF document

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Uploaded On 2014-12-14

Russell Investments Capturing the volatility premium through call overwriting By Scott - PPT Presentation

They can provide income attractive risk adjusted returns and the potential for a cushion during market downturns In this paper we explore call overwriting the impact of strategy construction and performance across various market environments From Ru ID: 23788

They can provide income

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