Margaret Sundberg

Volaris Capital Management

343 Millburn Ave

Suite 304

Millburn, NJ 07041

United States

http://www.volariscapital.com

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Scholarly Papers (1)

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 234 (148,747)

Abstract:

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