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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~language:"eng"
~person:"Schlag, Christian"
~subject:"USA"
~subject:"Volatility"
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Schlag, Christian
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Journal of financial and quantitative analysis : JFQA
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Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Volatility-of-volatility risk
Huang, Darien
;
Schlag, Christian
;
Shaliastovich, Ivan
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2423-2452
Persistent link: https://www.econbiz.de/10012165915
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Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole
;
Schlag, Christian
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
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