Margaret Sundberg

Volaris Capital Management

343 Millburn Ave

Suite 304

Millburn, NJ 07041

United States

http://www.volariscapital.com

SCHOLARLY PAPERS

2

DOWNLOADS

446

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Challenges of Indexation in S&P 500 Index Volatility Investment Strategies

Number of pages: 29 Posted: 30 Jul 2019
Margaret Sundberg
Volaris Capital Management
Downloads 382 (89,191)

Abstract:

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irreducible risks, asymmetry, fat-tails, term-dependence, strike-dependence, timing, options, volatility, fiduciary, risk-management

2.

Irreducible Risks: Fallacy of Risk-Neutral Approach to Options

Number of pages: 30 Posted: 07 Jan 2021 Last Revised: 23 Jan 2021
Margaret Sundberg, Jake Freeman and Vivek Kapoor
Volaris Capital Management, Volaris Capital Management and Volaris Capital Management
Downloads 64 (393,543)

Abstract:

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options, optimal hedging, irreducible risks, risk premium, risk-neutral probability