alexa Abstract | The Simple Long Volatility Trade
ISSN: 2167-0234

Journal of Business & Financial Affairs
Open Access

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Research Article Open Access

Abstract

Based on the fact that researchers are only just beginning to address the question of what we mean precisely by risk or volatility, and how best to model it, investment opportunity is clearly indicated. This opportunity reflects the potential for generating abnormal returns through identifying and executing trades based on volatility. The evidence to support this in favors of traditional portfolio strategies is that volatility processes are eminently more persistent and forecast able than asset return processes. Following this, there is a view that volatility arbitrage is likely to prove one of the most fruitful investment opportunities in the next decade, providing adequate means can be found to describe and model the underlying process.

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Author(s): Chaturvedi V

Keywords

Volatility trade, Investment opportunity, Traditional portfolio, volatility arbitrage, Volatility trade, Investment opportunity, Traditional portfolio, volatility arbitrage

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