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Hafner, Reinhold's
Scholarly Papers
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Total Downloads
1,928 |
Total
Citations
25 |
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1.
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Wallmeier, Martin University of Fribourg (Switzerland) - Faculty of Economics and Social Science Hafner, Reinhold risklab germany GmbH
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Implied Volatility, Smile, Variance Swap, Volatility Risk Premium
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Wallmeier, Martin University of Fribourg (Switzerland) - Faculty of Economics and Social Science Hafner, Reinhold risklab germany GmbH
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736
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11
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Implied volatility, DAX options, Smile, Option valuation
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3.
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Optimal Investments in Volatility
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Hafner, Reinhold risklab germany GmbH Wallmeier, Martin University of Fribourg (Switzerland) - Faculty of Economics and Social Science
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Posted:
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20 Jul 07
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Last Revised:
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11 Aug 08
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418
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Hafner, Reinhold risklab germany GmbH Wallmeier, Martin University of Fribourg (Switzerland) - Faculty of Economics and Social Science
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Variance swap, Volatility risk premium, Portfolio analysis, Higher moments, Polynomial goal programming, Hedge funds
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Hafner, Reinhold risklab germany GmbH Wallmeier, Martin University of Fribourg (Switzerland) - Faculty of Economics and Social Science
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20 Jul 07
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Last Revised:
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17 Jul 08
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418
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7
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Variance Swap, Volatility Risk Premium, Portfolio Analysis, Higher Moments, Polynomial Goal Programming, Hedge Funds
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4.
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Steiner, Manfred University of Augsburg Wallmeier, Martin University of Fribourg (Switzerland) - Faculty of Economics and Social Science Hafner, Reinhold risklab germany GmbH
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Records 1 -
4
of 4 matches
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1
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