Volatility risk

Results: 760



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71Reference-dependent preferences and the risk-return trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu February 2016 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market.

Reference-dependent preferences and the risk-return trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu February 2016 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market.

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Source URL: users.cla.umn.edu

Language: English - Date: 2016-02-04 22:18:26
72The return of volatility, coupled with regulatory change, has challenged the titans of the German market, allowing foreign competitors to muscle in. By Louie Woodall A crowded field E

The return of volatility, coupled with regulatory change, has challenged the titans of the German market, allowing foreign competitors to muscle in. By Louie Woodall A crowded field E

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Source URL: cbcm.commerzbank.com

Language: English - Date: 2015-09-10 06:30:20
73CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by

CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by

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Source URL: www.fam.tuwien.ac.at

Language: English - Date: 2011-06-28 04:09:58
74MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t

MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t

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Source URL: www.fam.tuwien.ac.at

Language: English - Date: 2003-06-14 17:14:35
75Non- and Semiparametric Volatility and Correlation Models - Economic Sources of Volatility, Risk Decomposition and Financial CrisesUniversity of Paderborn

Non- and Semiparametric Volatility and Correlation Models - Economic Sources of Volatility, Risk Decomposition and Financial CrisesUniversity of Paderborn

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Source URL: groups.uni-paderborn.de

Language: English - Date: 2014-07-22 07:40:00
    76Volatility Managed Portfolios Alan Moreira and Tyler Muir∗ November 23, 2015 Abstract Managed portfolios that take less risk when volatility is high produce large, positive alphas and increase factor Sharpe ratios by s

    Volatility Managed Portfolios Alan Moreira and Tyler Muir∗ November 23, 2015 Abstract Managed portfolios that take less risk when volatility is high produce large, positive alphas and increase factor Sharpe ratios by s

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    Source URL: faculty.som.yale.edu

    Language: English - Date: 2015-11-23 08:07:12
      77Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System

      Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System

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      Source URL: www.ssc.wisc.edu

      Language: English - Date: 1998-09-15 22:26:20
      78INVESTMENT STRATEGY OVERVIEW JUNE 2015 EXECUTIVE SUMMARY The Shadow Knows

      INVESTMENT STRATEGY OVERVIEW JUNE 2015 EXECUTIVE SUMMARY The Shadow Knows

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      Source URL: ustrust.com

      Language: English - Date: 2015-07-09 10:23:44
      79INVESTMENT STRATEGY OVERVIEW JUNE 2015 EXECUTIVE SUMMARY The Shadow Knows

      INVESTMENT STRATEGY OVERVIEW JUNE 2015 EXECUTIVE SUMMARY The Shadow Knows

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      Source URL: www.ustrust.com

      Language: English - Date: 2015-07-09 10:23:44
      80Systemic Risk and the Macroeconomy: An Empirical Evaluation∗ Stefano Giglio† Bryan Kelly†

      Systemic Risk and the Macroeconomy: An Empirical Evaluation∗ Stefano Giglio† Bryan Kelly†

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      Source URL: www.q-group.org

      Language: English - Date: 2015-12-04 10:25:35