Absolute alternative:
"Volatilitätsrisikoprämie - Das verträglichere Aktienexposure

(Only available in German language)

(10/2017)

Presentation video:
"Volatility as an Asset Class"

(05/2017) This presentation was recorded during an educational event about “Volatility as an Asset Class” organized by the Bundesverband der Alternativen Investments (BAI) and the CAIA Association.

The presentation elaborates volatility as an asset and illustrates, that the volatility risk premium is most likely the most attractive way to engage in equity risk.

Absolute report:
"Volatilitätsrisikoprämien als Nukleus von Absolute Return"

(Only available in German language)

(05/2016) Looking for alternative sources of income volatility strategies are increasingly being focused by institutional investors. Matthias van Randenborgh, Christian Mardeck and Dr. Thorsten Rahn of RP Crest illustrate the properties of specific volatility risk premiums and develop a classification scheme for the heterogeneous universe of volatility products. Finally, the authors shows on the basis of quantitative analyzes that the performance of hedge funds , credit and high yield bonds is explained mainly by a systematic exposure to these specific volatility risk premium.

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