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Total Posts: 410
Joined: May 2012
Posted: 2019-02-01 15:59
I am looking for an article from Euan Sinclair, "The Variance Premium", does anyone know where I can get a copy of it?

searches on Google or the NP forum did not fetch any material...



Total Posts: 1
Joined: Feb 2019
Posted: 2019-02-13 13:42
The PDF at the link:

seems to have it as a chapter in the book - chapter 4, page 62, "The Variance Premium, Euan Sinclair.

Hope that helps.


Total Posts: 410
Joined: May 2012
Posted: 2019-02-14 16:16
I have read Euan's book years ago, but I did not remember that article was in there, my bad!
I am going to check it out. Thanks for the pointer.

EDIT: actually I think in my version that chapter did not exist, that's why I did not remember it. I had an earlier version of the book, I guess..
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