Margaret Sundberg

Volaris Capital Management

343 Millburn Ave

Suite 304

Millburn, NJ 07041

United States

http://www.volariscapital.com

SCHOLARLY PAPERS

2

DOWNLOADS

1,119

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 585 (68,843)
Citation 1

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: 10 Mar 2021
Margaret Sundberg, Jake F and Vivek Kapoor
Volaris Capital Management, University of Southern California and Volaris Capital Management
Downloads 534 (77,133)

Abstract:

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