Optimal investments in volatility
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 22 (2008)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=119763
Variance swap; Volatility risk premium; Portfolio analysis; Higher moments; Polynomial goal programming; Hedge funds; G10; G12; G13;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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