Puts as Protection

March 15, 2017

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

Many asset management firms are happily enjoying record revenue and profits driven not by inorganic growth or skillful portfolio management but by a seemingly endless increase in US equity prices. These firms are effectively commodity producers entirely dependent on the price of an index over which the firm has no control. The options market presents an easy, cheap, and liquid form of protection

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