Volmageddon and the failure of short volatility products
Year of publication: |
2021
|
---|---|
Authors: | Augustin, Patrick ; Cheng, Ing-Haw ; Van den Bergen, Ludovic |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 77.2021, 3, p. 35-51
|
Subject: | Volatilität | Volatility | Produktivität | Productivity |
-
Measuring productivity dispersion
Bartelsman, Eric J., (2017)
-
Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"
Lustig, Hanno, (2015)
-
Total factor productivity growth and oil price volatility
Balashova, Svetlana P., (2021)
- More ...
-
Volmageddon and the failure of short volatility products
Augustin, Patrick, (2021)
-
Yesterday's heroes : compensation and creative risk-taking
Cheng, Ing-Haw, (2010)
-
Convective risk flows in commodity futures markets
Cheng, Ing-haw, (2012)
- More ...