Sharpe-optimal volatility futures carry
Björn Uhl
| Year of publication: |
2024
|
|---|---|
| Authors: | Uhl, Björn |
| Subject: | Carry | Futures | Term structure | VIX | Volatility risk premium | Volatilität | Volatility | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Derivat | Derivative | Welt | World | Schätzung | Estimation | Index-Futures | Index futures | Zinsderivat | Interest rate derivative | Kapitaleinkommen | Capital income | Währungsderivat | Currency derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00359-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014583405