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Variance risk premium
Tag: variance risk premium
Implicit Subsidy
Duration volatility risk premia
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May 28, 2022
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Implicit Subsidy
Variance risk premia for patient investors
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January 8, 2022
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Implicit Subsidy
The risk-reversal premium
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December 10, 2021
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Systematic Value
Measures of market risk and uncertainty
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August 8, 2020
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Implicit Subsidy
Realistic volatility risk premia
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November 17, 2018
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Implicit Subsidy
Variance term premia
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October 27, 2018
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Implicit Subsidy
What variance swaps tell us about risk premia
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August 4, 2018
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Endogenous Market Risk
The dangerous disregard for fat tails in quantitative finance
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July 28, 2018
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Implicit Subsidy
The importance of volatility of volatility
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July 21, 2018
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Implicit Subsidy
Finding implicit subsidies in financial markets
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May 26, 2018
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