6 ms·
Im curious to know if inflationary environments are inherently more volatile. In which case, long volatility would be an important component to a portfolio. I k
by cicce19 4y ago
Im curious to know if inflationary environments are inherently more volatile. In which case, long volatility would be an important component to a portfolio. I know Chris Cole has studied this extensively but not sure how the long volatility component fares relative to the other components.