Greenwich, CT
United States
AQR Capital Management, LLC
SSRN RANKINGS
in Total Papers Downloads
Options, Volatility Risk Premium, Variance Risk Premium, Covered Call, Covered Calls, Call Overwriting, Overwriting, BuyWrite, Buy-Write, PutWrite, Put-Write, Variance Swap, Variance Swaps, Option Selection, Option Portfolio Construction, Option Selling, Volatility Selling, Short Volatility
Options, Protection, Portfolio Protection, Tail Protection, Tail Risk, Volatility Risk Premium, Variance Risk Premium, PutWrite, Put-Write, BuyWrite, Buy-Write, Covered Call, Covered Calls, Call Overwriting, Overwriting
Covered Call, Covered Calls, Call Overwriting, Overwriting, Options, Volatility Risk Premium, Variance Risk Premium, BuyWrite, Buy-Write, PutWrite, Put-Write
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3248369.pdf Size: 147K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
covered call, call overwriting, options, volatility risk premium, BuyWrite, PutWrite
options, rebalancing, rebalanced portfolio, volatility risk premium, variance risk premium
