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Ammann, Manuel; Buesser, Ralf - 2013

Based on the theory of static replication of variance swaps we assess the sign and magnitude of variance risk premiums …

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Ammann, Manuel; Buesser, Ralf - In: Journal of empirical finance 23 (2013), pp. 16-32

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Weiss, Farina - In: Essays on empirical asset pricing and …, (pp. 109-157). 2017

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Diris, Bart; Palm, Franz C.; Schotman, Peter C. - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2185-2202

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Bianchi, Daniele; Guidolin, Massimo - In: European journal of operational research : EJOR 236 (2014) 1, pp. 160-176

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Li, Xiaoyue; Uysal, A. Sinem; Mulvey, John M. - In: European journal of operational research : EJOR 299 (2022) 3, pp. 1158-1176

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Lioui, Abraham; Poncet, Patrice - In: European journal of operational research : EJOR 278 (2019) 3, pp. 961-975

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Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping - In: European journal of operational research : EJOR 278 (2019) 3, pp. 976-988

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Fatouros, Georgios; Makridis, Georgios; Kotios, Dimitrios; … - In: Digital finance : smart data analytics, investment … 5 (2023) 1, pp. 29-56

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Zhang, Ning; Gong, Yujing; Xue, Xiaohan - In: The journal of futures markets 43 (2023) 10, pp. 1332-1372

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