The Use of Stock Option

Frankfurt am Main

The Use of Stock Option - Implied information in the Construction of Equity Portfolios

Yuliya Plyakha of MSCI sheds light on the use stock options in the construction of US equity portfolios aiming for higher Sharpe ratios. In her lecture she will explain the do's and dont's with respect to the use of stock option information in the construction of mean variance portfolios. Dr. Yuliya Plyakha is a trusted advisor for MSCI with responsibility for the clients in EMEA, consulting on the topics of factor investing, risk models, economic exposures, portfolio optimization, asset allocation, performance and risk attribution.