Minerva Investment Management Society

Investment Outlook

Markets & Alternatives Research - Measuring and Exploiting Volatility Risk Premium

· Investment Research

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Summary

In the December report the team investigated further in what the Macro team highlighted: volatility increased and affected equity market after the Russian-Ucranian conflict. Based on current and past data, our Markets & Alternatives team has covered the main strategies used to exploit the current market scenario.

Authors

  • Antonio MessinaHead of Markets and Alternatives Research
  • Matteo NegriniMarkets and Alternatives Research Analyst
  • Bartu ŞenMarkets and Alternatives Research Analyst
  • Edoardo Calleri di SalaMarkets and Alternatives Research Analyst
  • Angelo PerriMarkets and Alternatives Research Analyst
  • Deniz AktasMarkets and Alternatives Research Analyst
  • Emanuele LicariHead of Research Area

Details

Published
21 December 2022
Division
Investment Research
Type
Investment Outlook
Pages
12
Authors
7

Cite this report

Minerva Investment Management Society (2022). Markets & Alternatives Research - Measuring and Exploiting Volatility Risk Premium. Investment Research. https://minervaims.org/archive/markets-and-alternatives-research-measuring-and-exploiting-volatility-risk-2022

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