Risk Parity is Not Short Volatility (Not That There's Anything Wrong with Short Volatility)
Year of publication: |
2019
|
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Authors: | Hood, Benjamin |
Other Persons: | Huss, John (contributor) ; Israelov, Roni (contributor) ; Klein, Matthew (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Theorie | Theory |
Extent: | 1 Online-Ressource (55 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 15, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3432438 [DOI] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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