Tagged Questions
4
votes
1answer
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SP500 sector weights - how do they change?
The weights of the nine S&P equity sector indexes vary over time. One can find measures of them in a number of different formats:
S&P 500 Sector SPDRs - historical sector weights
Here's ...
4
votes
2answers
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Indexes/stocks with flat implied volatilities
After the 1987 crash, the S&P500 index implied volatility changed from nearly flat to negatively sloped. According to Rubinstein the Black-Scholes model was not so wrong when applied to the ...
