Call overwriting, i.e. selling calls against stocks one holds, can both increase returns and lower risk, and is a common investment strategy in the US, Europe and Australia. RBS provides evidence why investors...
How can investors use options to improve the overall risk/return of a portfolio? Knowing that implied volatility has empirically exceeded realised levels, how do they choose between various yield-enhancement...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Call overwriting articles
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future