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 of CBOE Websites.
Active Trader"The VIX Reality Check" (May 2010) Aon Hewitt"Harvesting the Equity Insurance Risk Premium: Know Your Options" (December 2014) Artemis Capital ManagementNEW! - "Dennis Rodman and the Art of Portfolio Optimization" (April 2016)"Volatility at World's End - Research Paper" (April 2012)"Volatility at World's End - Volatility Visualization Video" (April 2012) Asset Consulting Group"An Analysis of Index Option Writing for Liquid Enhanced Risk-Adjusted Returns" (January 2012)"Key Tools for Hedging and Tail Risk Management" (February 2012) Cambridge Associates, LLC."Highlights from the Benefits of Selling Volatility" (2011) Credit Agricole Asset Management"Volatility Exposure for Strategic Asset Allocation" (Nov 2008) Employees Retirement System of TexasNEW! - "USE OF OPTION STRATEGIES TO IMPROVE RISK-ADJUSTED RETURNS ON A 60/40 INVESTMENT PORTFOLIO." (July 2016) Feldman, Barry, and Dhruv Roy"Passive Options-Based Investment Strategies: The Case of the CBOE S&P 500 BuyWrite Index." (Summer 2005) Fund Evaluation Group"Evaluation of BuyWrite and Volatility Indexes: Using the CBOE DJIA BuyWrite Index (BXD) and the CBOE DJIA Volatility Index (VXD) for Asset Allocation and Diversification Purposes" (Jan 2007) Hewitt EnnisKnupp"Evaluating the Performance Characteristics of the CBOE S&P 500 PutWrite Index" (Dec 2008)"The CBOE S&P 500 BuyWrite Index (BXM) - A Review of Performance" (2012) Ibbotson Associates"Highlights from Case Study on BXM Buy-Write Options Strategy" (Aug 2004) IPS Strategic Capital"A Study in Portfolio Diversification with the use of VIX Options" (April, 2015) JP Morgan"Cross-Asset Hedging with VIX" (Jan 2012)"Rise of Cross-Asset Correlations" (May 2011)"Why We Have a Correlation Bubble" (Oct 2010) Lehman Brothers"Listed Binary Options" (July 2008)
Parametric Portfolio Associates
"Insights and Research"
Benchmark Indexes (BXM, PUT, etc.) and Key PapersBibliography of Articles on BuyWrites and Other Options StrategiesBibliography of Articles on VIX, and Volatility and Variance Swaps
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