The risks and rewards of selling volatility
Year of publication: |
2001
|
---|---|
Authors: | Nandi, Saikat ; Waggoner, Daniel |
Published in: |
Economic Review. - Federal Reserve Bank of Atlanta. - 2001, Q1, v. 86, no. 1, p. 31-39
|
Publisher: |
Federal Reserve Bank of Atlanta |
Subject: | Stock market | Asset pricing | Risk management |
-
The idiosyncratic momentum anomaly
Blitz, David, (2020)
-
Structural-functional deformations of the stock market in Ukraine : macro- and micro-measurements
Šyškov, Stanislav Je., (2019)
-
Bhattacharya, Mousumi, (2022)
- More ...
-
The risks and rewards of selling volatility
Nandi, Saikat, (2001)
-
Issues in hedging options positions
Nandi, Saikat, (2000)
-
Asymmetric information about volatility and option markets
Nandi, Saikat, (1995)
- More ...