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The top documents tagged [volatility skew]
Vixwhite
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Portfolio Selection with Higher Moments Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge, MA USA charvey
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Fx Derivative Sad Vf
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Historical Vs. Implied Volatility Historical Volatility: Is a measure of volatility, expressed as an average over a given time period. This only takes
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Managing Higher Moments in Hedge Fund Allocation Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge, MA
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Bullshi*t Free Guide to Option Volatility by Gavin McMaster
366 views