Boulevard de Constance
F-77305 Fontainebleau Cedex
INSEAD - Finance
in Total Papers Downloads
in Total Papers Citations
Correlation risk, Dispersion trading, Index volatility, Stochastic volatility, Expected option returns
implied correlation, return predictability, index variance, variance risk premium, individual options
Hedging Demand, Intertemporal Portfolio Choice, And Mean Reversion
Credit spreads, jump risk premium, firm value model
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