Institutional

 

3rd Party Research


This portion of the site is intended for research papers and market commentaries of interest to institutional options investors.

Note: Your use of 3rd Party Research is subject to the Terms and Conditions section of the CBOE Website.



Continuously Updated Research Links

Macro Risk Advisors
Latest Article and Archives

Meridian Equity Partners
Latest Article and Archives


Stand-Alone Reports

Callan Associates
"An Historical Evaluation of the CBOE S&P 500 BuyWrite Index Strategy" (Oct 2006)

Credit Agricole Asset Management
"Volatility Exposure for Strategic Asset Allocation" (Nov 2008)

Ennis Knupp & Associates
"Evaluating the Performance Characteristics of the CBOE S&P 500 PutWrite Index" (Dec 2008)

Fund Evaluation Group
Ibbotson Associates
"Highlights from Case Study on BXM Buy-Write Options Strategy" (Aug 2004)

Lehman Brothers
"Listed Binary Options" (July 2008)

Santander Global
"VOLATILITY MONITOR: Where Will Volatility Settle Down?" (Dec 2008)
"Equities are from Mars and Derivatives from Venus" (April 2008)
"Into the Mind of Derivatives" (Feb 2008)

SG Americas Securities
"VIX 2008 - 2009: What Happened, What's Changed, and What to Expect" (Jan 2009)

Standard & Poor's
"Capturing the Index Effect via Options" (June 2008)

University of Massachusetts
"VIX Futures and Options—A Case Study of Portfolio Diversification During the 2008 Financial Crisis" (Full version)" and 2-page summary



Dr. Nouriel Roubini's speech at the CBOE Risk Management Conference, March 9, 2009

Roubini's View, Pt. 1
Roubini's View, Pt. 2
Roubini's View, Pt. 3






Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker, by calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-CBOE advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.