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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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The jump component of S&P 500 volatility and the VIX index
Becker, Ralf; Clements, Adam; McClelland, Andrew - In: Journal of banking & finance 33 (2009) 6, pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
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Optimal portfolios when volatility can jump
Branger, Nicole; Schlag, Christian; Schneider, Eva - In: Journal of banking & finance 32 (2008) 6, pp. 1087-1097
Persistent link: https://www.econbiz.de/10003733829
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf; Clements, Adam; White, Scott I. - In: Journal of banking & finance 31 (2007) 8, pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
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Keep on smiling? : the pricing of Quanto options when all covariances are stochastic
Branger, Nicole; Muck, Matthias - In: Journal of banking & finance 36 (2012) 6, pp. 1577-1591
Persistent link: https://www.econbiz.de/10009616465
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Reprint of :Do retail traders destabilize financial markets? : an investigation surrounding the COVID-19 pandemic
Baig, Ahmed S.; Blau, Benjamin; Butt, Hassan A.; Yasin, … - In: Journal of banking & finance 147 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014248228
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Do retail traders destabilize financial markets? : an investigation surrounding the COVID-19 pandemic
Baig, Ahmed S.; Blau, Benjamin; Butt, Hassan A.; Yasin, … - In: Journal of banking & finance 144 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013538873