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Sponsored Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt

Author

N. Sorokina

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Preprint Sep 2026

Harvesting the Variance Risk Premium in Nuclear and Energy Equities: A Short-Put Portfolio Derisking Strategy

We study whether nuclear and energy-adjacent equity options exhibit a harvestable variance risk premium. Using CRSP and OptionMetrics data for 2000-2024, we construct a systematic cash-secured short-put strategy on a curated universe of nuclear-related firms. The strategy compares at-the-money put implied volatility wi...

Ji-Lang Miao, N. Sorokina · 0 citations
Open access Aug 2026

Interest Rate Forecasting and Refinancing Decisions

Prepayment behavior is traditionally a significant component of the MBS pricing and hedging models. I introduce the following innovation in the prepayment behavior forecasting: (a) combine empirical and theoretical approach to the forecasting, simulating the rate path, while predicting the target rate with an empirical...

N. Sorokina · 0 citations

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