Option-Writing Strategies in a Low-Volatility Framework

Donald X. He; Jason C. Hsu; Neil Rue

doi:10.3905/joi.2015.24.3.116

Article

Option-Writing Strategies in a Low-Volatility Framework

Donald X. He, Jason C. Hsu and Neil Rue

The Journal of Investing Fall 2015, 24 (3) 116-128; DOI: https://doi.org/10.3905/joi.2015.24.3.116

Donald X. He

is a portfolio risk analyst for Allianz Global Investors in San Diego, CA.

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For correspondence: donald.he@allianzgi.com

Jason C. Hsu

is a faculty member at UCLA Anderson School of Management and cofounder and vice chairman of Research Affiliates LLC in Newport Beach, CA.

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For correspondence: hsu@rallc.com

Neil Rue

is managing director at Pension Consulting Alliance in Portland, OR.

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For correspondence: neilrue@pensionconsulting.com

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Option-Writing Strategies in a Low-Volatility Framework

Donald X. He, Jason C. Hsu, Neil Rue

The Journal of Investing Aug 2015, 24 (3) 116-128; DOI: 10.3905/joi.2015.24.3.116

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Option-Writing Strategies in a Low-Volatility Framework

Donald X. He, Jason C. Hsu, Neil Rue

The Journal of Investing Aug 2015, 24 (3) 116-128; DOI: 10.3905/joi.2015.24.3.116

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