New Research Shows Options-Based Strategies Can Generate Higher Gross Premiums with Less Volatility Over Traditional Asset Classes
New Research Shows Options-Based Strategies Can Generate Higher Gross Premiums with Less Volatility Over Traditional Asset Classes Heading link
Finance Professor Oleg Bondarenko joined CBOE for a panel about option-writing and volatility buying and discussed findings from his recent white paper on 32 years of options strategy analysis. Read more about Professor Bondarenko’s research.
Modified on June 05, 2019