Being Right Is Not Enough: Buying Options to Bet on Higher Realized Volatility

Roni Israelov and Harsha Tummala
The Journal of Alternative Investments Fall 2020, jai.2020.1.109; DOI: https://doi.org/10.3905/jai.2020.1.109

Article Information

jai.2020.1.109
DOI 
https://doi.org/10.3905/jai.2020.1.109
Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online August 13, 2020.

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© 2020 Pageant Media Ltd

Author Information

  1. Roni Israelov
    1. is the chief investment officer and president of NDVR, Inc., in Boston, MA. (roni.israelov{at}ndvr.com)
  2. Harsha Tummala
    1. is a managing director at AQR Capital Management, LLC, in Grerenwich. CT. (harsha.tummala{at}aqr.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Being Right Is Not Enough: Buying Options to Bet on Higher Realized Volatility
Roni Israelov, Harsha Tummala
The Journal of Alternative Investments Aug 2020, jai.2020.1.109; DOI: 10.3905/jai.2020.1.109
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