The risk premium that never was: a fair value explanation of the volatility spread (Q1754048)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risk premium that never was: a fair value explanation of the volatility spread |
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The risk premium that never was: a fair value explanation of the volatility spread (English)
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30 May 2018
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finance
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volatility spread
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variance premium
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tail risk
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growth-optimal portfolios
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