Merrill Lynch Global Research has launched the Merrill Lynch US Forward Equity Variance Rolling (FEVR) index, which measures the performance of a long S&P 500 volatility strategy. The index tracks volatility using a strategy designed to minimise the carry...
Keydata Investment Services has unveiled an array of new structured products. Its five-year Dynamic Growth Plan Plus issue seven offers two times any rise in the FTSE 100 index, subject to a maximum investment growth of 90%. Issue eight of the same plan...
Blue Sky Asset Management has launched the second version of its Asset Allocation Accelerated Growth Plan II (AAA Growth Plan II) which is designed to out-perform major markets selected by the investor. The six-year plan allows investors to select their...
Last in the series by Walter Gehin of Edhec
Conference Report: Benelux
Special Report: Agriculture
Dividend swaps have been under pressure since the onset of the credit crisis, as fears of dividend cuts have caused the historically steep curve to flatten considerably. But, despite gloomy economic forecasts, the investor base appears to be expanding,...
Conference report: Spain
This paper considers the problem of creating derivatives to provide tailored exposure to volatility risk
Conference report: Germany