Russell's Maidel & Pedack: Implied Vol From An Insurance Seller Perspective
All forms of insurance come at a cost. The volatility risk premium (VRP) can be viewed as a form of insurance whereby selling volatility is akin to receiving a premium as a compensation for risk that can be captured across traditional asset classes. We believe VRP deserves consideration as a portfolio return source.
Exclusive Insights
Gain actionable intelligence with clarity and speed – practical knowledge you can apply every day.
You must be a subscriber to view this page. Either log in or select “Request Access” below to connect with our subscriptions team.
