press
October 15-18, 2024
cboe annual risk management conference
DGV had the honor of partnering with Cboe at its annual Risk Management Conference. Our Managing Director of Research, Chris Rodarte, presented on the volatility risk premium — its persistent and compelling nature and how DGV captures it in a systematic, low-cost and unlevered fashion to enhance institutional portfolio outcomes.
Reach out for further details on VRP and its potential impacts to portfolios.
Chris Rodarte, Managing Director of Research, at Cboe RMC 2024 in Snowbird, Utah.
oCTOBER 17, 2023
mEET THE MANAGER: Interview with DGV CIO jON hAVICE
Cboe RMC 2023 / Watch on the Cboe RMC 2023 Webpage
September 17, 2020
harvesting risk premia using indices - a case study
EQ Derivatives Virtual Forum / Watch Video on Vimeo
december 4, 2019
Dean Curnutt’s alpha exchange podcast with jon havice
Episode 26 / Listen to Full Podcast
april 9, 2019
RMC Insights: Jon Havice on the Volatility Positioning Ledger
Video interview with Angie Miles of CBOE Global Markets / Watch Video on Youtube
2017
Real Money: Option Strategies to Meet Institutional Liabilities
Powerpoint presentation for CBOE Global Markets Conference / Read Full Presentation