Neil Rue

Pension Consulting Alliance

411 NW Park Avenue

Suite 401

Portland, OR 97209-3227

United States

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Scholarly Papers (1)

Option-Writing Strategies in a Low-Volatility Framework

Journal of Investing, Vol. 24, No. 3, 2015 (Fall), pp. 116-128
Posted: 08 May 2014 Last Revised: 07 Feb 2017
Donald He, Jason C. Hsu and Neil Rue
Allianz Global Investors US LLC, Rayliant Global Advisors and Pension Consulting Alliance

Abstract:

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Low volatility, covered call, preference for lottery, leverage constraints, skewness premium

Option-Writing Strategies in a Low-Volatility Framework

Journal of Investing, Vol. 24, No. 3, Fall 2015
Posted: 08 Feb 2017
Jason C. Hsu, Donald He and Neil Rue
Rayliant Global Advisors, Allianz Global Investors US LLC and Pension Consulting Alliance

Abstract:

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