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Lucia Ludovici

Sapienza University of Rome

SCHOLARLY PAPERS

1

DOWNLOADS

17

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0

Scholarly Papers (1)

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
University of Rome Tor Vergata, Sapienza University of Rome, Sapienza University of Rome and Sapienza University of Rome
Downloads 17 (1,491,251)

Abstract:

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