The risk premium that never was: a fair value explanation of the volatility spread (Q1754048)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The risk premium that never was: a fair value explanation of the volatility spread |
scientific article; zbMATH DE number 6876529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risk premium that never was: a fair value explanation of the volatility spread |
scientific article; zbMATH DE number 6876529 |
Statements
The risk premium that never was: a fair value explanation of the volatility spread (English)
0 references
30 May 2018
0 references
finance
0 references
volatility spread
0 references
variance premium
0 references
tail risk
0 references
growth-optimal portfolios
0 references
0 references
0 references
0.8369001
0 references
0.8284908
0 references
0.8269276
0 references
0.8261288
0 references
0.81916595
0 references
0 references
0.81062025
0 references
