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Quick coverage of the leading practitioner journal in the investment management community. Get a quick overview of each issue with the Editor's Snapshot. Also find article summaries and more. All the original Journal articles can be found on:

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  2. Volmageddon and the Failure of Short Volatility Products

Volmageddon and the Failure of Short Volatility Products

May 21, 2021

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