Volatility as an Asset Class: Obvious Benefits and Hidden Risks by Juliusz Jablecki, Pawel Sakowski, Ryszard Kokoszczynski (Paperback, 2015)

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Author: Jablecki, Juliusz/ Kokoszczynski, Ryszard/ Sakowski, Pawel. Chapter Three goes over results of a simple hedge strategy that depends on adjusting option positions. Chapters Four and Five show ways investors can get exposure to volatility and how it can improve portfolio performance.
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