Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018
: The Price of Asymmetric Dependence -- 3.1 Introduction -- 3.2 The Asymmetric Dependence Risk Premium -- 3.2.1 Empirical ….2.6 In-Sample Regression Results -- 3.2.7 Out-of-Sample Regressions -- 3.2.8 Time-Varying Risk -- 3.3 Conclusion … -- Appendix 4.B Proof of Theorem 4.1 -- Appendix 4.C Proof of Corollaries 4.1 and 4.2 -- Chapter 5: Hedging Asymmetric Dependence …
