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~isPartOf:"International review of economics & finance : IREF"
~person:"Lin, Yueh-neng"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Börsenkurs
Volatilität
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Volatility
2
CAPM
1
Capital income
1
Delta-neutral portfolio
1
Derivat
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Derivative
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Forward implied volatility
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Forward-start strangles
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Hedging
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Index futures
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Index-Futures
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Kapitaleinkommen
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Macro-factors
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Moment-adjusted option pricing formula
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Portfolio selection
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Risk premium
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Lin, Yueh-neng
Chen, Anlin
2
Hueng, C. James
2
Kao, Lanfeng
2
Liu, Dehong
2
Vortelinos, Dimitrios I.
2
Yoon, Sun-Joong
2
Abad Díaz, David
1
Abugri, Benjamin Adam
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Alexeev, Vitali
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Alhashel, Bader S.
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Alnahedh, Saad
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1
Chan, Wai-Sum
1
Chan, Yue-cheong
1
Chang, Chien-Hung
1
Chang, Hsiu-Hua
1
Chang, Shu-Hwa
1
Chang, Ya-Kai
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Chen, Cathy Yi-Hsuan
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Chen, Jing
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Chen, Shou
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Chen, Yin-jung
1
Chen, Yu-Lun
1
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Chiah, Mardy
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International review of economics & finance : IREF
Journal of economic dynamics & control
3
The journal of futures markets
2
Annals of economics and finance
1
Journal of banking & finance
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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Volatility risk premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
2
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
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