
Roni Israelov, President and CIO: NDVR
Alpha Exchange
The Challenges of Protective Put Strategies
Ronnie Isrelov is the president and chief investment officer of Endeavor, a wealth management firm that's delivering optimized portfolios to its clients. Ronnie spent a number of years at AQR, which of course is a large money management firm but also an academic think tank in a lot of ways. We're going to talk about some back tested results around protective put strategies and the degree to which they are very challenging to consistently monetize.
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