notices - See details
Notices
DH
Dan Hudgin (not verified)
31st August 2020 | 8:09pm

Interesting analysis. One knit I have is that I've interviewed dozens of value managers, and I've not come across a single one that uses a 10% discount to IV as a threshold for investment. 25% seems to be the most common, but I see quite a few that seek 30-40% discounts to IV before investing.