Asset Consulting Group to Present New Paper on Index Option Writing on this Monday

Mr. Mitch Boraz, Senior Consultant at the Asset Consulting Group of St. Louis will present a new paper at the CBOE 28th Annual Risk Management Conference (RMC) in Bonita Springs, FL, at 1:15 p.m. this Monday.

The paper is entitled “An Analysis of Index Option Writing for Liquid Enhanced Risk-Adjusted Returns.” Here are two of the Exhibits from the paper, which is available at

The paper found that the CBOE S&P 500 95-110 Collar Index (CLL) was able to mitigate some left tail risk. In October 1987 the S&P 500 fell 21.5% and the CLL declined 8.6%

For more information on the CBOE 28th Annual Risk Management Conference (RMC), please visit

Asset Consulting Group (ACG) is an investment consulting firm which provides a full scope of investment advisory services to a select group of clients. The CBOE S&P 500 indices are designed to represent proposed hypothetical strategies. The actual performance of investment vehicles such as mutual funds can have significant differences from the performance of the hypothetical indices. Like many passive indices, the indices do not take into account significant factors such as transaction costs and taxes. This material is not intended as an offer or solicitation for the purchase or sale of any financial instrument. The views and strategies described may not be suitable for all investors. This material has been prepared for informational purposes only, and is not intended to provide, and should not be relied on for accounting, legal or tax advice.