Aoxiang Yang

Peking University

No. 38 Xueyuan Road

Haidian District

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

4

DOWNLOADS

1,430

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Volatility-Managed Volatility Trading

Number of pages: 64 Posted: 12 Apr 2024
Aoxiang Yang
Peking University
Downloads 613 (84,067)

Abstract:

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Variance Risk Premium Timing, Volatility-Managed Portfolios

2.

The Price of Higher Order Catastrophe Insurance: The Case of VIX Options

Journal of Finance, Forthcoming
Number of pages: 150 Posted: 05 Feb 2020 Last Revised: 24 Sep 2021
Bjorn Eraker and Aoxiang Yang
University of Wisconsin - Madison - Department of Finance, Investment and Banking and Peking University
Downloads 408 (137,754)
Citation 8

Abstract:

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VIX, VIX options, Dynamic Equilibrium, Duffie-Epstein, Variance Risk Premium

3.

Understanding Negative Risk-Return Trade-offs

Number of pages: 86 Posted: 02 Jun 2022 Last Revised: 13 Mar 2024
Aoxiang Yang
Peking University
Downloads 312 (945,963)

Abstract:

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Equity Premium, Variance Risk Premium, Time-Varying and Time-Invariant Predictability, Parameter Learning, Parameter Breaks

4.

Commodity Prices, Discount Rates, and Expected Dividend Growth

Number of pages: 79 Posted: 27 Nov 2023 Last Revised: 06 Jul 2024
Aoxiang Yang
Peking University
Downloads 97 (509,404)

Abstract:

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Gold, Commodities, Hedging Assets, Expected Returns, Expected Dividend Growth