1054 Buenos Aires
Argentina
University of CEMA
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in Total Papers Downloads
regime switching, active investment, two fund separation, excess returns, hidden markov model, VIX
Realized Volatility, Expected Volatility, Volatility Premium, Regime Switching, Excess Returns, Hidden Markov Model, VIX
Ex post returns, distribution, realized returns, option pricing
Momentum, four-factor model, asset pricing, option pricing, implied volatility, index options.
Asset Pricing, Options-pricing, Insurance, Capital Markets
VIX, Volatility, Greed-Fear index, Variance Swap
four factor model, asset pricing, realized returns, option pricing
Factor Investing, Factor Models, Quality Factor, Excess Returns, Value Investing
