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- Risk magazine
- 01 Aug 2004

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Beyond traditional dispersion

Traditional dispersion trades, while still popular, have significant drawbacks, according to Sofiène Haj-Taieb (right) of Société Générale. Combining dispersion trading with a position on smile could be the way forward

IN THE EQUITY DERIVATIVES WORLD , correlation has proved an increasingly popular strategy over the past few years. While there are several ways to trade this strategy, the most widely used is index dispersion trades. Recently, new approaches to this

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