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Volatility risk
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41	Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi† Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:30:24 Mathematical finance Risk-neutral measure Implied volatility Financial economics Numraire Futures contract Volatility BlackScholes model Forward measure
42	THE BINOMIAL OPTION PRICING MODEL The Binomial Option Pricing Model The authors consider the case of option pricing for a binomial process—the first in a series of articles in Financial Engineering. by Simon Benninga Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Options Mathematical finance BlackScholes model Risk-neutral measure Put option Call option Volatility Binomial options pricing model Lattice model
43	Frank Capital Partners LLC Frank Value Fund Third Quarter, 2004 Add to Reading List Source URL: frankfunds.com Language: English - Date: 2014-09-04 14:35:27 Investment Financial risk Mathematical finance Financial services Valuation Investment management Volatility Value investing NASDAQ
44	Asymmetric Volatility Risk: Evidence from Option Markets ⇤ Jens Jackwerth Grigory Vilkov Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-02-04 04:12:07 Mathematical finance Options Technical analysis VIX Implied volatility Volatility smile Volatility Stochastic volatility Moneyness BlackScholes model Copula S&P/ASX 200 VIX
45	For professional use only Model Portfolio Service and Volatility Philosophy Add to Reading List Source URL: www.lgtvestra.com Language: English - Date: 2016-06-01 13:37:27 Investment Mathematical finance Technical analysis Actuarial science Financial risk Volatility Portfolio Asset allocation
46	Leverage Aversion, Efficient Frontiers, and the Efficient Region BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS Add to Reading List Source URL: www.jlem.com Language: English - Date: 2013-05-10 14:02:44 Mathematical finance Financial risk Investment Financial economics Financial ratios Modern portfolio theory Portfolio optimization Leverage Beta Diversification Hyperbolic absolute risk aversion Volatility
47	Revisiting Asset Pricing Anomalies in an Exchange Economy∗ Christine A. Parlour† Richard Stanton‡ Johan Walden§ Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-03-11 08:51:46 Mathematical finance Financial risk Behavioral finance Stock market Economic puzzles Equity premium puzzle Risk premium Risk aversion Sharpe ratio Hyperbolic absolute risk aversion Risk-neutral measure Volatility
48	The illiquidity premium: International evidence Yakov Amihuda,+, Allaudeen Hameedb,, Wenjin Kangc, and Huiping Zhangd a Stern School of Business, New York University, United States NUS Business School, National Unive Add to Reading List Source URL: bizfaculty.nus.edu Language: English* - Date: 2015-03-02 21:48:57 Fundamental analysis Mathematical finance Financial markets Financial risk Financial ratios Liquidity risk Market liquidity Global financial system Beta Stock market Public float Volatility
49	Intermediary Leverage Cycles and Financial Stability Add to Reading List Source URL: www.macfinrobods.eu Language: English - Date: 2015-06-30 02:28:08 Financial ratios Systemic risk Business cycle Debt Financial regulation Macroprudential regulation Financial intermediary Leverage Financial risk Volatility
50	JuneBREXIT – JAPAN EQUITY UPDATE In light of the significant volatility ensuing from the results of the EU Referendum in the UK, we share our initial thoughts on the evolving situation as well as provide an upda Add to Reading List Source URL: www.nikkoam.com.sg Language: English - Date: 2016-07-01 03:52:10 Financial services International finance World economy Investment Systemic risk TOPIX Investment fund UBS Financial crisis of 200708 Euro Futures contract Foreign-exchange reserves

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