Volatility Strategies

European Market Players Eye Equity Skew

Mar 2, 2021

Investors in Europe are paying close attention to equity skew as a way to generate carry in the current market environment. PKA is one firm eyeing this trend. Søren Grooss, chief portfolio manager at PKA in Copenhagen, said equity skew is rich right now which is interesting if you can “stomach” the negative convexity. He said

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