“New research from experts at OptionMetrics shows how integrating existing factors such as implied beta and implied variance asymmetry (IVA) into portfolio construction could mark another useful tool for institutional investors to reduce risk.” Read the full article, “Implied Beta and Variance as Portfolio Factors Can Lower Risk, OptionMetrics Says” with insight from Garrett DeSimone, head of quantitative research and Oscar Shih, junior quant modeler, featured on EQ Derivatives. (Subscription required for full access)