The risk-reversal premium
Year of publication: |
2022
|
---|---|
Authors: | Hull, Blair ; Sinclair, Euan |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 11.2022, 1, p. 59-75
|
Subject: | volatility | skewness | options | diversification | alternative beta | portfolio management | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Betafaktor | Beta risk | Risikoprämie | Risk premium | Diversifikation | Diversification | Theorie | Theory | Optionsgeschäft | Option trading |
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