Prithviraj Banerjee

Florida State University - Department of Finance

Tallahassee, FL 32306-1042

United States

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Scholarly Papers (1)

1.

Implied Volatility and Future Portfolio Returns

Journal of Banking and Finance, Vol. 31, October 2007
Number of pages: 28 Posted: 21 Apr 2006 Last Revised: 26 Feb 2009
James Doran, Prithviraj Banerjee and David R. Peterson
University of New South Wales, Florida State University - Department of Finance and Florida State University - Department of Finance
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Citation 5

Abstract:

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Risk Premium, Implied Volatility, VIX Index, Portfolio Returns