Variance Risk Premiums and the Forward Premium Puzzle∗ Juan M. Londono† Hao Zhou‡

Source URL: www.ckgsb.edu.cn

Is the minimum value of an option on variance generated by local volatility? Mathias Beiglb¨ock∗, Peter Friz†and Stephan Sturm‡ January 22, 2010 Abstract

Source URL: www.mat.univie.ac.at

PANEL UNIT ROOT TESTS BASED ON SAMPLE VARIANCE XIJIA LIU† Abstract. In this paper, we propose a novel way to test for unit root in a panel setting. The new tests are based on the observation that the trajectory of the

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United States Postal Service® Quarterly Performance for Periodicals Service Variance Overview Periodicals performance is measured via the Intelligent Mail® Accuracy and Performance System (iMAPS) using

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Reject Transphobia, Respect Gender Identity: An Appeal to the United Nations, the World Health Organisation and the States of the World Every day, people who live at variance to expected gender1 norms face violence, abus

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Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes

Source URL: www.carloalberto.org

1 research