Research Archives
A playground for
curious minds.
Welcome to the Archives
Welcome to the Cboe Research Archives! Here, you will find whitepapers and research pieces exploring many areas of our markets - from derivatives products and trends to market structure, participants, and more.
Leverage the search bar to explore pieces relating to a keyword of your choice. Looking for a specific author? You can search that way, too.
And don't forget to check out The Options Institute Research Grant Program to find out about ongoing research efforts supported by Cboe Global Markets. Learn More
Featured Works
The VIX's Wild Ride: A Comparison of Today's Volatility vs. Historical Levels
Author: Katie Kolchin
Publication: SIFMA Insights
Date:
April 2020
Type: pdf
Category: VIX and Volatility
The Options Institute VIX Maturity Interpolation Research Grant
Author: Torben G. Andersen, Oleg Bondarenko and Maria T. Gonzalez-Perez
Publication: Cboe
Date:
2024
Type: pdf
Category: VIX and Volatility, VIX Benchmark Indexes
The Options Institute Option-Implied Factor Dispersion Research Grant Whitepaper
Author: Grigory Vilkov and Lorenzo Schoenleber
Publication: Cboe
Date:
2024
Type: pdf
Category: Index Options Strategies, Option-writing, Options Benchmark Indexes
Hedging vs. Diversification: Comparing the Costs of Hedging to the Costs of Diversification
Author: Patrick Hennessy, Dominick Paoloni
Publication: IPS Strategic Capital
Date:
2021
Type: pdf
Category: Hedging, Index Options Strategies
Integrating ESG in Portfolio Construction
Author: Roy Henriksson, Joshua Livnat, Patrick Pfeifer, Margaret Stumpp
Publication: The Journal of Portfolio Management
Date:
2019
Type: External Link
Category: ESG
