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Keywords: F30
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Journal Articles
Portfolio allocation across variance risk premia
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2019) 20 (5): 556–593.
Published: 22 October 2019
...@ipag.fr 17 06 2019 24 08 2019 05 09 2019 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Implied volatility Realized volatility Portfolio optimization Markov-Switching Risk parity Variance risk premia C58 G11 F30...
