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CAIA Dallas Educational Event
Date(s):
March 22, 2016
Note: All times listed are in local time
Venue:The Crescent Hotel
400 Crescent Ct.
Dallas, TX 75201
Fee(s):This event has a fee
Description:Dr. Black will discuss strategies that are most effective when hedging market volatility, including an empirical study on the use of VIX futures. Adding long positions in the VIX index has proven effective at reducing the risk of long position in equity markets or hedge fund investments. Now that futures on the VIX index have been trading for more than five years, the data is available to evaluate the portfolio characteristics of adding position in the VIX futures to a portfolio. The cost and hedging effectiveness varies substantially with the contract selection within the VIX futures market. Event Fees: Complimentary for members, $20 for non-members. Networking reception/cocktails and valet parking included.
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Speaker information is not available at this time.
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