Inventory Risk, Market-Maker Wealth, and the Variance Risk Premium
- Authors
- A Ang
- A Buraschi
- A Madhavan
- A Madhavan
- A Shleifer
- A Trolle
- B Boyer
- B Eraker
- B Eraker
- C Comerton-Forde
- C Comerton-Forde
- C S Jones
- C S Jones
- Cboe Vix Index
- D Bates
- D Bates
- D Eglo�
- D Eglo�
- D Gromb
- D Muravyev
- E Gourier
- E Mildenstein
- F Black
- F Corsi
- G Bakshi
- G Bakshi
- G So?anos
- H Chen
- Heston
- I Dew-Becker
- I Dew-Becker
- I H Cheng
- I Karatzas
- J C Cox
- J Coval
- J Driessen
- J Pan
- L Barras
- M Britten-Jones
- M Broadie
- M Broadie
- M Brunnermeier
- M Cremers
- M Johannes
- M Leippold
- M Pitt
- Mathieu Fournier
- N G�rleanu
- N Naik
- N P Bollen
- N Sch�rho�
- O Hansch
- P Carr
- P Carr
- P Christo�ersen
- P H Gruber
- S Heston
- S Malik
- T Adrian
- T Bollerslev
- T G Andersen
- T Ho
- T Ho
- V Bruno
- V Todorov
- Y Amihud
- Y A�t-Sahalia
- Y A�t-Sahalia
- Y A�t-Sahalia
- Z He
- Z He
- Publication date
- 1 January 2013
- Publisher
- 'Elsevier BV'
- Doi
Abstract
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Last time updated on 28/11/2020