---
title: Harvesting the FX Skew Premium
url: https://www.ml-quant.com/papers/ssrn/4687408/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4687408
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4687408
featured: 2024-01-09
citations: 0
topic: Derivatives & Volatility
---


# Harvesting the FX Skew Premium

Incorporating Risk premia strategies in multi-asset portfolios can lessen left-tail exposure, but diversification within options needs maximizing the number of volatility parameters for a direct trading strategy.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4687408
- Identifier: SSRN 4687408
- Released: 2024-01-08
- First featured: Quant Letter No. 32 (2024-01-09): https://www.ml-quant.com/issues/2024-01-09/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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