Put-write structures can help capturing equity insurance premium, new research

Investors typically pay over the odds to protect themselves against falls in the equity markets, but investing on a fund that invests in defined return investments or structured products could provide a simple alternative to earn consistent equity-like returns with less volatility than investing in the underlying market by underwriting equity market risk, according to a research paper released by Levendi Investment Management . The paper, Monetising the Equity Insurance Premium Using Defined Re