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Volmageddon and the Failure of Short Volatility Products

Volmageddon and the Failure of Short Volatility Products

Financial Analysts Journal · CFA Institute

May 21, 20213m 34s

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Show Notes

This is a summary of "Volmageddon and the Failure of Short Volatility Products," published in the Third Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/volmageddon-failure-short-volatility-products