David Nze Ndong

NDVR, Inc.

24 Federal Street

Boston, MA 02110

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck

Number of pages: 26 Posted: 25 Jan 2023
Steven Braun, Corey Hoffstein, Roni Israelov and David Nze Ndong
Newfound Research, Newfound Research, NDVR, Inc. and NDVR, Inc.
Downloads 1,862 (14,651)

Abstract:

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Calendar-Based Rebalancing, Options, Portfolio Construction, Put-Spread Collars, Rebalance Timing Luck, Systematic Investing

2.

Equity Tail Protection Strategies Before, During, and After COVID

Number of pages: 19 Posted: 10 May 2023
Roni Israelov and David Nze Ndong
NDVR, Inc. and NDVR, Inc.
Downloads 189 (255,265)

Abstract:

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Options, Portfolio Protection, Tail Hedging, Tail Protection, Tail Risk Hedging, Put Protection, Long Volatility, VIX Futures, Volatility Risk Premium