Harsha Tummala

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 8,929

SSRN RANKINGS

Top 8,929

in Total Papers Downloads

5,615

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Which Index Options Should You Sell?

Number of pages: 35 Posted: 28 Jun 2017 Last Revised: 01 Jul 2017
Roni Israelov and Harsha Tummala
NDVR, Inc. and AQR Capital Management, LLC
Downloads 2,486 (5,651)
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
NDVR, Inc. and AQR Capital Management, LLC
Downloads 1,450 (13,711)

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.
Downloads 1,213 ( 18,024)
Citation 1

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
NDVR, Inc., AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 1,213 (17,701)
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

Covering the World: Global Evidence on Covered Calls

Journal of Risk, Forthcoming
Number of pages: 29 Posted: 21 Sep 2018
Roni Israelov, Matthew Klein and Harsha Tummala
NDVR, Inc., AQR Capital Management, LLC and AQR Capital Management, LLC
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Abstract:

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covered call, call overwriting, options, volatility risk premium, BuyWrite, PutWrite

4.

An Alternative Option to Portfolio Rebalancing

Number of pages: 34 Posted: 01 Nov 2017
Roni Israelov and Harsha Tummala
NDVR, Inc. and AQR Capital Management, LLC
Downloads 466 (66,717)

Abstract:

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