Volatility Risk Premium investing
Volatility Investing by Seeyond series
When investing in volatility as an asset class, different strategies are offered. In this third session of our Volatility Investing by Seeyond series, Volatility expert, Simon Aninat, discuss the Volatility Risk Premium and provides Seeyond’s vision on strategies which look to exploit this premium: short volatility strategies.
This interview took place in January 2021.
Main risks of the strategy: capital loss risk, volatility-linked risk, risk related to the underlying asset, model-based risk
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