4min chapter

Flirting with Models cover image

Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)

Flirting with Models

CHAPTER

The Importance of Volatility Risk Premium Harvesting

At Lehman, I was focused on stock selection strategies. When I joined AQR, I moved to Global Asset Allocation Strategies with a focus and initial focus on equity country selection. In February 2020, I left AQR and joined Endeavor Spelt NDVR. It's devalued because we're a modern wealth optimization firm. And Endeavor is a firm that serves affluent and high net worth investors.

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