Abacab Fund Sees Mispricing In Options As Black-Scholes Has Become “Inadequate”

Rupert Hargreaves

Published onMarch 5, 2021

Abacab Asset Management's flagship investment fund, the Abacab Fund, had a "very strong" 2020, returning 25.9% net, that's according to a copy of the firm's year-end letter to investors, which ValueWalk has been able to review.

Commenting on the investment environment last year, the fund manager noted that, due to the accelerated adoption of many technologies,...

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Rupert Hargreaves

Sign up now and get our in-depth FREE e-books on famous investors like Klarman, Dalio, Schloss, Munger Rupert is a committed value investor and regularly writes and invests following the principles set out by Benjamin Graham. He is the editor and co-owner of Hidden Value Stocks, a quarterly investment newsletter aimed at institutional investors. Rupert owns shares in Berkshire Hathaway. Rupert holds qualifications from the Chartered Institute For Securities & Investment and the CFA Society of the UK. Rupert covers everything value investing for Hedge Fund Alpha

Abacab Fund Sees Mispricing In Options As Black-Scholes Has Become “Inadequate”

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