Financial & investment strategies to captivate S&P 500 volatility premium
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 particula...
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LLC "CPC "Business Perspectives"
2017-10-01
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Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/9213/imfi_2017_03_Garefalakis.pdf |
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doaj-1c2b1157613b407a873d80382556d6912020-11-25T02:56:28ZengLLC "CPC "Business Perspectives"Investment Management & Financial Innovations 1810-49671812-93582017-10-01143395310.21511/imfi.14(3).2017.049213Financial & investment strategies to captivate S&P 500 volatility premiumAlexandros Garefalakis0George Alexopoulos1Michael Tsatsaronis2Christos Lemonakis3School of Social Science, Hellenic Open UniversityDepartment of Business Administration, University of PatrasDepartment of Shipping, Trade & Transport, University of the AegeanDepartment of Business Administration, T.E.I. of CreteSo 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.https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/9213/imfi_2017_03_Garefalakis.pdfaccounting and financial measurescapital flowsinvestment strategiesvolatility risk premium |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Alexandros Garefalakis George Alexopoulos Michael Tsatsaronis Christos Lemonakis |
spellingShingle |
Alexandros Garefalakis George Alexopoulos Michael Tsatsaronis Christos Lemonakis Financial & investment strategies to captivate S&P 500 volatility premium Investment Management & Financial Innovations accounting and financial measures capital flows investment strategies volatility risk premium |
author_facet |
Alexandros Garefalakis George Alexopoulos Michael Tsatsaronis Christos Lemonakis |
author_sort |
Alexandros Garefalakis |
title |
Financial & investment strategies to captivate S&P 500 volatility premium |
title_short |
Financial & investment strategies to captivate S&P 500 volatility premium |
title_full |
Financial & investment strategies to captivate S&P 500 volatility premium |
title_fullStr |
Financial & investment strategies to captivate S&P 500 volatility premium |
title_full_unstemmed |
Financial & investment strategies to captivate S&P 500 volatility premium |
title_sort |
financial & investment strategies to captivate s&p 500 volatility premium |
publisher |
LLC "CPC "Business Perspectives" |
series |
Investment Management & Financial Innovations |
issn |
1810-4967 1812-9358 |
publishDate |
2017-10-01 |
description |
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. |
topic |
accounting and financial measures capital flows investment strategies volatility risk premium |
url |
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/9213/imfi_2017_03_Garefalakis.pdf |
work_keys_str_mv |
AT alexandrosgarefalakis financialinvestmentstrategiestocaptivatesp500volatilitypremium AT georgealexopoulos financialinvestmentstrategiestocaptivatesp500volatilitypremium AT michaeltsatsaronis financialinvestmentstrategiestocaptivatesp500volatilitypremium AT christoslemonakis financialinvestmentstrategiestocaptivatesp500volatilitypremium |
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1724713845546549248 |