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Search: subject:"Variance premium"
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Theorie
18
Theory
18
Risikoprämie
15
Risk premium
15
Portfolio selection
14
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14
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14
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variance premium
14
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12
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12
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9
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Entscheidung unter Unsicherheit
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8
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7
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6
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6
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6
Option pricing theory
5
Optionspreistheorie
5
Stackelberg differential game
5
mean-variance premium principle
5
Mean-variance premium principle
4
Stochastic process
4
Stochastischer Prozess
4
belief distortion
4
learning
4
return predictability
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46
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Young, Virginia R.
8
Wei, Bin
6
Cao, Jingyi
4
Li, Danping
4
Li, Dongchen
4
Miao, Jianjun
4
Zhou, Hao
4
Zhou, Ming
4
Zou, Bin
4
Meng, Hui
3
ATANASIU, Virginia
2
Bekaert, Geert
2
Chi, Yichun
2
Drechsler, Itamar
2
Han, Xia
2
Landsman, Zinoviy
2
Liang, Zhibin
2
Lv, Chen
2
Moreira, Alan
2
Savov, Alexi
2
Schneider, Paul
2
Shen, Yang
2
Taamouti, Abderrahim
2
Yoon, Sun-Joong
2
Zeng, Yan
2
Andreou, Panayiotis C.
1
Astorino, Eduardo Sanchez
1
Babiak, Mykola
1
Byun, Suk Joon
1
Chague, Fernando
1
Chen, Shumin
1
Cheng, Gongpin
1
Chiang, Thomas C.
1
Correia-da-Silva, João
1
Dhaene, Jan
1
Engstrom, Eric
1
Faria, Gonçalo
1
Fassas, Athanasios P.
1
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1
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1
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C.E.P.R. Discussion Papers
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1
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1
Faculdade de Economia, Universidade do Porto
1
Facultatea de Cibernetica, Statistica şi Informatica Economica, Academia de Studii Economice din Bucureşti
1
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Insurance / Mathematics & economics
9
Scandinavian actuarial journal
6
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4
Economic modelling
3
Astin bulletin : the journal of the International Actuarial Association
2
CEPR Discussion Papers
2
Insurance: Mathematics and Economics
2
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2
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2
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2
ASTIN bulletin : the journal of the International Actuarial Association
1
Boston University - Department of Economics - Working Papers Series
1
Economic Modelling
1
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
1
European journal of operational research : EJOR
1
FEP Working Papers
1
FRB Atlanta Working Paper
1
Informatica Economica
1
International review of economics & finance : IREF
1
Journal of financial econometrics
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Proceedings of the 5th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 12-13 2010
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
Review of quantitative finance and accounting
1
Revista brasileira de economia : RBE ; publicação de Fundação Getúlio Vargas
1
Swiss Finance Institute Research Paper
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly journal of finance
1
Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
1
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ECONIS (ZBW)
42
RePEc
10
EconStor
2
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21
Variance
premium
and implied volatility in a low-liquidity option market
Astorino, Eduardo Sanchez
;
Chague, Fernando
; …
- In:
Revista brasileira de economia : RBE ; publicação de …
71
(
2017
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10011898770
Saved in:
22
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu
;
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
Saved in:
23
Up- and downside variance risk premia in global equity markets
Held, Matthias
;
Kapraun, Julia
;
Omachel, Marcel
; …
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
Saved in:
24
Optimal reinsurance to minimize the probability of drawdown under the mean-
variance
premium
principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
25
The information content of forward moments
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
106
(
2019
),
pp. 527-541
Persistent link: https://www.econbiz.de/10012224347
Saved in:
26
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
27
Ambiguity aversion and the
variance
premium
Miao, Jianjun
;
Wei, Bin
;
Zhou, Hao
- In:
The quarterly journal of finance
9
(
2019
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012029231
Saved in:
28
The VIX, the
variance
premium
, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
Saved in:
29
Good and bad variance premia and expected returns
Kilic, Mete
;
Shaliastovich, Ivan
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2522-2544
Persistent link: https://www.econbiz.de/10012039812
Saved in:
30
Unconventional monetary policy announcements and risk aversion : evidence from the U.S. and European equity markets
Fassas, Athanasios P.
;
Papadamou, Stephanos
- In:
The European journal of finance
24
(
2018
)
18
,
pp. 1885-1901
Persistent link: https://www.econbiz.de/10012259241
Saved in:
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