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How Long Volatility Strategies Create Value in Times of Crisis (EN)

How Long Volatility Strategies Create Value in Times of Crisis (EN)

FINANZ Podcast vor 6 Tagen

This episode explores how long‑volatility strategies can act as both a stabilising and return‑enhancing component in institutional portfolios. Using the Assenagon Alpha Volatility Fund as a case study, the discussion highlights how such strategies perform

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Long‑volatility strategies aim to benefit from rising market
uncertainty and sharp increases in implied volatility. In this
episode, the speakers explain how these strategies are
constructed, how they behave across different market regimes and
why they can provide meaningful diversification when equities and
bonds struggle simultaneously.

The Assenagon Alpha Volatility Fund serves as a practical
example: UCITS‑compliant, over EUR 1 billion in size, and managed
by the same team since 2012. The conversation outlines how
systematic arbitrage, derivatives expertise and disciplined risk
management contribute to the fund’s resilience in crisis periods.
Listeners gain insight into when long volatility shines, where
its risks lie and how it can complement broader portfolio
construction.

Key Topics:

Long‑volatility strategies as stabilising and
return‑enhancing components

Behaviour of volatility strategies during market crises

Case study: Assenagon Alpha Volatility Fund

Systematic arbitrage and derivatives‑based approaches

Portfolio diversification when traditional assets correlate

Practical considerations for institutional investors

Speakers:

Daniel Danon, Head of Volatility Portfolio Management,
Assenagon

Tobias Knecht, Head of Volatility Portfolio Management, Assenagon

More podcast episodes and information:
www.finanz-ch.ch

Further information on participating companies:

Assenagon Asset Management – https://www.assenagon.com

Disclaimer

DE: Der Inhalt dieser Folge dient der allgemeinen Information und
ist keine Empfehlung zum Kauf oder zur Veräusserung bestimmter
Finanzinstrumente. Alle Angaben sind ohne Gewähr und es handelt
sich nicht um Anlageberatung.

EN: The content of this episode is for general information
purposes only and does not constitute a recommendation to buy or
sell specific financial instruments. All information is provided
without guarantee and does not constitute investment advice.