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.



Stand-Alone Reports

Active Trader
"The VIX Reality Check" (May 2010)

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)

JP Morgan
"Why We Have a Correlation Bubble" (Oct 2010)

JP Morgan
"Rise of Cross-Asset Correlations" (May 2011)

Lehman Brothers
"Listed Binary Options" (July 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






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