Article
Risk and Return of Equity Index Collar Strategies
Roni Israelov and Matthew Klein
The Journal of Alternative Investments Summer 2016, 19 (1) 41-54; DOI: https://doi.org/10.3905/jai.2016.19.1.041
Roni Israelov
is a managing director at AQR Capital Management in Greenwich, CT.
Matthew Klein
is an associate at AQR Capital Management in Greenwich, CT.
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The Journal of Alternative Investments
Vol. 19, Issue 1
Summer 2016
Risk and Return of Equity Index Collar Strategies
Roni Israelov, Matthew Klein
The Journal of Alternative Investments Jun 2016, 19 (1) 41-54; DOI: 10.3905/jai.2016.19.1.041
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