Harsha Tummala

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 10,278

SSRN RANKINGS

Top 10,278

in Total Papers Downloads

8,704

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Which Index Options Should You Sell?

Number of pages: 35 Posted: 28 Jun 2017 Last Revised: 03 Nov 2022
Roni Israelov and Harsha Tummala
Independent and AQR Capital Management, LLC
Downloads 4,418 (4,335)
Citation 1

Abstract:

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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

2.

Being Right is Not Enough: Buying Options to Bet on Higher Realized Volatility

Number of pages: 24 Posted: 26 Sep 2018 Last Revised: 17 Oct 2018
Roni Israelov and Harsha Tummala
Independent and AQR Capital Management, LLC
Downloads 2,196 (13,377)

Abstract:

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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

3.

Covering the World: Global Evidence on Covered Calls

Number of pages: 24 Posted: 28 Jun 2017 Last Revised: 21 Jul 2017
Roni Israelov, Matthew Klein and Harsha Tummala
Independent, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 1,446 (25,531)
Citation 1

Abstract:

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Covered Call, Covered Calls, Call Overwriting, Overwriting, Options, Volatility Risk Premium, Variance Risk Premium, BuyWrite, Buy-Write, PutWrite, Put-Write

4.

An Alternative Option to Portfolio Rebalancing

Number of pages: 34 Posted: 01 Nov 2017
Roni Israelov and Harsha Tummala
Independent and AQR Capital Management, LLC
Downloads 644 (78,366)

Abstract:

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options, rebalancing, rebalanced portfolio, volatility risk premium, variance risk premium