All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group
Derivatives

Citi Measures Conditional Overwriting

Citigroup has created a model portfolio to measure the impact of conditional overwriting, a derivative overlay that the firm's back-testing shows can provide significant out-performance on more basic strategies.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Take a Free Trial or Login
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree