Travail de recherche/Working paper
| Titre: |
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| Auteur: | Briere, Marie; Burgues, Alexandre; Signori, Ombretta |
| Statut de publication: | Publié, 2008 |
| series: | Working papers CEB, 08-034.RS |
| Sujet CREF: | Economie |
| Sujet JEL: | Portfolio Choice; Investment Decisions |
| Asset Pricing; Trading volume; Bond Interest Rates | |
| Contingent Pricing; Futures Pricing; option pricing | |
| Volumes/pages: | 34 p. |
| Mots-clés: | variance swap |
| volatility risk premium | |
| higher moments | |
| portfolio choice | |
| Value at Risk | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:08-034 |
