1

Risk Premia: Short and Long-Term

Year:
2012
Language:
english
File:
PDF, 566 KB
english, 2012
2

The leverage effect puzzle revisited: Identification in discrete time

Year:
2020
Language:
english
File:
PDF, 1.66 MB
english, 2020
3

Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting

Year:
2015
Language:
english
File:
PDF, 623 KB
english, 2015