✦ LIBER ✦

Implied volatility and future portfolio returns

✍ Scribed by Prithviraj S. Banerjee; James S. Doran; David R. Peterson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio Returns, Market Volatility, an

✍ Chao Chen; Zhong-Guo Zhou 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 93 KB

Measuring High-Frequency Causality Betwe

✍ Dufour, J.-M.; Garcia, R.; Taamouti, A. 📂 Article 📅 2011 🏛 Oxford University Press 🌐 English ⚖ 905 KB

Active Portfolio Management, Implied Exp

✍ Olaf Stotz 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 444 KB

Options-implied variance and future stoc

✍ Guo, Hui; Qiu, Buhui 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 716 KB

Jump risk, stock returns, and slope of i

✍ Shu Yan 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 463 KB

ESTIMATING EXPECTED EXCESS RETURNS USING

✍ Charles J. Corrado; Thomas W. Miller Jr. 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 266 KB