Cboe Global Markets

RMC Insights: Jack Hansen on Volatility Risk Premium

March 27, 2019

Jack Hansen, CFA, Chief Investment Officer at Parametric, discuses VRP 101 with Angie Miles at Cboe RMC. Jack talks through implied volatility as a return source among other takeaways from his panel, "Volatility Risk Premium (VRP) Diversification and Performance Enhancement Opportunities."