New Studies on the VIX Index and Options for Managing Volatility
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 Export to Your Calendar 4/25/2019
When: Thursday, April 25, 2019
4:00 pm - 5:45 pm
Where: Map this event »
Lending Club
595 Market Street
2nd Floor
San Francisco, California  94105
United States
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Online registration is available until: 4/25/2019
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New Studies on the VIX Index and Options for Managing Volatility


As investors have struggled to cope with higher volatility and low interest rates over the past year, more attention has been focused on alternative investments and tools that can be used to achieve the goals of managing portfolio risk, increasing income, and enhancing long-term risk-adjusted returns.

The presentation will discuss the use of futures and options on stock indexes and the CBOE Volatility Indes (VIX) and cover topics such as contango, backwardation, and the implied volatility risk premium (IVRP). Three decades of historical data show that certain options-based benchmark indices have generated attractive risk-adjusted returns, with stock-like returns and bond-like volatility.

A key source of return for options writers has been a persistence of rich pricing for index options. New White Papers by Wilshire, Meketa and other firms will be presented.

Speaker

Matthew MoranHead of Global Benchmark Indexes Advancement, CBOE Options Exchange 

Mr. Matthew Moran is Head of Global Benchmark Indexes Advancement for the CBOE Options Exchange, where he is responsible for many of the exchange's educational efforts for pension funds, mutual funds, and other institutional investors. Previously, he was trust counsel at Harris Bank and vice president at Chicago Mercantile Exchange. He is an associate editor of The Journal of Index Investing. Mr. Moran holds JD and MBA degrees from the University of Illinois.

 

Agenda

3:30 – Registration & Networking

4:00 – Program Begins

5:30 – Q&A

5:45 – Program Ends

Pricing

$25 / Member

$40 / Non-member


This event qualifies for 1.5 hours of continuing education credit for CFA charterholders.