No. 39-1, January 2019
Index
- Correlation risk and international portfolio choice
- Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge?
- Journal of Futures Markets: Volume 39, Number 1, January 2019
- Option‐implied betas and the cross section of stock returns
- Quantile information share
- Robust upper bounds for American put options
- VIX term structure and VIX futures pricing with realized volatility
- Volatility information implied in the term structure of VIX