Fribourg, CH 1700
University of Fribourg - Faculty of Economics and Social Science
in Total Papers Downloads
in Total Papers Citations
Structured products, reverse convertibles, multi-asset options, barrier options, fair pricing, financial engineering
Implied Volatility, Smile, Variance Swap, Volatility Risk Premium
Implied volatility, DAX options, Smile, Option valuation
Personal finance, financial planning, life cycle model, portfolio choice
Variance Swap, Volatility Risk Premium, Portfolio Analysis, Higher Moments, Polynomial Goal Programming, Hedge Funds
Variance swap, Volatility risk premium, Portfolio analysis, Higher moments, Polynomial goal programming, Hedge funds
Structured products, retail derivatives, risk measurement, risk return tradeoff, investment decisions, information tools
structured products, retail derivatives, risk measurement, risk-return tradeoff, investment decisions, information tools
Volatility smile, implied volatility, leverage effect, index options, high-frequency data
Structured Financial Products, Lévy Process, Variance Gamma Process, Multi-Asset Options, Barrier Options, Reverse Convertibles
Asset pricing, three-factor model, portfolio overlapping, size effect, value premium
Asset pricing, three‐factor model, portfolio overlapping, size effect, value premium
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