NEW VIDEO – What are Volatility Risk Premia?

In the current capital market environment, investors are increasingly looking for alternative sources of returns. One of them is the volatility risk premium which, from an economic point of view, is the compensation for providing insurance on capital market losses.

This video from RP Crest provides an economic and intuitive illustration of what the volatility risk premium is, what its characteristics are and how the trading process works to consistently capture this risk premium.