Presentations and a panel discussion on the topic of – Accessing the Volatility Risk Premium with Cash-Secured Put Writing will occur on Tuesday March 22, 2016 from 5:00 PM to 6:45 PM at Chicago Board Options Exchange (CBOE), 400 So. La Salle St., (enter on Van Buren Street), Chicago, 60605 http://bit.ly/CAIA-March22
Issues to be discussed include –
- Has there been a Volatility Risk Premium that can facilitate enhanced risk-adjusted returns for index options-selling strategies?
- Do put-selling strategies have higher left tail risk?
- How can investors access the cash-secured put-writing strategy?
- What about topics such as transaction costs, transparency, liquidity, and capacity of the options markets?
- Oleg Bondarenko, Professor of Finance at the University of Illinois at Chicago
- Tripp Zimmerman, CFA, Associate Director of Research at WisdomTree Asset Management
- Mark Sebastian, COO & Director of Education at Option Pit, LLC
- Matt Moran, VP of Business Development at CBOE
REGISTRATION AND FEES
The event will be hosted by CAIA Association, CBOE and PRMIA, and light refreshments will be served.
Fees are —
$10 in advance
$15 on the day of the event (if seating is available)
Space is limited so please see the link below and register by March 21.