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The hazards of volatility diversification
Alexander, Carol; Korovilas, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009375594
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Regime-dependent smile-adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - 2010
Persistent link: https://www.econbiz.de/10009375858
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A general approach to real option valuation with applications to real estate investments
Alexander, Carol; Chen, Xi - 2012
Persistent link: https://www.econbiz.de/10009722151
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Diversification of equity with VIX futures : personal views and skewness preference
Alexander, Carol; Korovilas, Dimitris - 2012
Persistent link: https://www.econbiz.de/10009520567
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Market risk analysis
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003659391