Alpha Generation and Risk Smoothing using Managed Volatility
Author(s): Tony Cooper Date: August 6, 2010 Abstract: It is difficult to predict stock market returns but relatively easy to
Read moreAuthor(s): Tony Cooper Date: August 6, 2010 Abstract: It is difficult to predict stock market returns but relatively easy to
Read moreAuthor(s): Jens Jackwerth, Grigory Vilkov Date: September 23, 2013 Abstract: Using non-parametric methods to model the dependencies between risk-neutral distributions of the market index
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