default author photo

Pasquale Lucio Scandizzo

University of Rome Tor Vergata

http://SCANDIZZO (www.ceistorvergata.it)

  • University of Rome Tor Vergata

    • Email
    • Tel: +393355966210
SCHOLARLY PAPERS

1

DOWNLOADS

18

TOTAL CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Venture Capital, Systemic Risk, and the Price of Downside Insurance: A Real Options Approach to the VIX

Number of pages: 42 Posted: 14 May 2026
Pasquale Lucio Scandizzo, Antonio Renzi, Pietro Taragoni and Lucia Ludovici
University of Rome Tor Vergata, Sapienza University of Rome, Sapienza University of Rome and Sapienza University of Rome
Downloads 18 (1,491,251)

Abstract:

Loading...

Venture Capital, Real Options, Liability Options, Firm Resilience, Adaptive Resilience Index, Systemic Risk, Vix, Variance Risk Premium, Downside Insurance, Macroprudential Policy