Volmageddon and the Failure of Short Volatility Products

Update: 2021-05-21

Description

This is a summary of “Volmageddon and the Failure of Short Volatility Products,” published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/volmageddon-failure-short-volatility-products

Comments

In Channel

Editor's Snapshot, Financial Analysts Journal, Fourth Quarter, 2021, Vol. 77 No. 4

2021-10-1507:20

ESG Rating Disagreement and Stock Returns

2021-09-2305:59

Capital Market Liberalization and Investment Efficiency: Evidence from China

2021-09-2206:10

Tax-Loss Harvesting: An Individual Investor’s Perspective

2021-09-2106:14

Index + Factors + Alpha

2021-09-1005:51

Hedge Funds vs. Alternative Risk Premia

2021-09-0605:02

Boosting the Equity Momentum Factor in Credit

2021-08-3004:39

Editor's Snapshot, Financial Analysts Journal, Third Quarter, 2021, Vol. 77, No. 3

2021-07-1507:23

To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

2021-06-2306:58

Hedge Fund Performance: End of an Era?

2021-06-1104:55

Predicting Bond Returns: 70 Years of International Evidence

2021-05-2406:00

Volmageddon and the Failure of Short Volatility Products

2021-05-2103:34

Chinese and Global ADRs: The US Investor Experience

2021-05-1905:11

Decarbonizing Everything

2021-05-1004:19

Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits

2021-04-2006:19

Retirement Income Sufficiency through Personalised Glidepaths

2021-04-2005:09

Identifying Hedge Fund Skill by Using Peer Cohorts

2021-04-2004:36

Maturity-Matched Bond Fund Performance

2021-04-2004:59

Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading

2021-04-2004:24

Equity Investing in the Age of Intangibles

2021-04-2003:50

00:00

Volmageddon and the Failure of Short Volatility Products

#box-pro-ellipsis-175936624862291{-webkit-line-clamp:2;}Volmageddon and the Failure of Short Volatility Products

Volmageddon and the Failure of Short Volatility Products

Volmageddon and the Failure of Short Volatility Products