Financial & investment strategies to captivate S&P 500 volatility premium

Author:

Garefalakis Alexandros1,Alexopoulos George2,Tsatsaronis Michael3,Lemonakis Christos4

Affiliation:

1. School of Social Science, Hellenic Open University

2. Department of Business Administration, University of Patras

3. Department of Shipping, Trade & Transport, University of the Aegean

4. Department of Business Administration, T.E.I. of Crete

Abstract

So as to enhance the risk of balanced execution of their portfolios, speculators look to broaden by including new resources, new sorts of monetary instruments or even new resource classes. Like wares, volatility rose as an unmistakable resource class and included the speculation portfolios particularly by multifaceted investments. This paper examines the volatility premium of S&P 500 record choices and contrasts with different venture methodologies in view of offering alternative structures, for example, straddles and strangles utilizing diverse measures or risk and return. The outcomes demonstrate that the speculation procedures used to catch the instability premium through offering choices structures give higher exhibitions contrasted with the S&P 500 benchmark index.

Publisher

LLC CPC Business Perspectives

Subject

Strategy and Management,Economics and Econometrics,Finance,Business and International Management

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