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Volatility risk
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21	HOW QUICKLY CAN YOU BOIL A FROG? – THE CASE FOR HEDGING INFLATION RISK VOLATILITY By The Ardea Investment Management Team & Samuel Morris, CFA (Investment Specialist, Fidante Partners) May 2016 Add to Reading List Source URL: www.ardea.com.au Language: English - Date: 2016-08-11 03:54:08 Economy Money Inflation Monetary policy Inflation targeting Yield curve Interest rate Bond Disinflation Fixed income Yield Stagflation
22	/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:32:22 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility Variance swap Implied volatility Variance risk premium Financial economics Skewness risk Option
23	Investment Fund Updatexlsx Add to Reading List Source URL: www.gulfcoastcf.org Language: English - Date: 2016-07-29 11:33:18 Economy Finance Money Investment Asset allocation Hedge fund Volatility Rate of return Investment fund Risk parity Exchange-traded fund
24	Forecasting Value-at-Risk by Estimating the Quantiles of the Intra-Day Low and High Series Xiaochun Meng & James W. Taylor Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:21:56 Statistics Mathematical finance Actuarial science Probability distributions Estimation theory Technical analysis Quantile Volatility Regression analysis Value at risk Normal distribution Autoregressive conditional heteroskedasticity
25	Robust Statistics and Robust Approaches for Portfolio Selection: Overview Fabio Trojani University of Southern Switzerland ECAS Course, Lugano, October 7-13, 2001 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:17 Mathematical finance Economy Finance Money Actuarial science Financial risk Financial economics Model risk Robustness Volatility Financial modeling Portfolio optimization
26	Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2009-12-08 11:44:02 Economy Mathematical finance Finance Money Economic equilibrium Portfolio optimization General equilibrium theory Mathematical optimization Risk premium Financial risk Incomplete markets Stochastic volatility
27	Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University and Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:17 Mathematical finance Options Economy Finance Money Volatility Implied volatility Stochastic volatility BlackScholes model Beta Market risk Moneyness
28	Introduction The Decision Problem: Active Risk Management Value-at-Risk Based Diagnostic Tests Probability integral transforms Empirical Application Add to Reading List Source URL: www.risk.jbs.cam.ac.uk Language: English - Date: 2009-11-26 08:00:17 Financial risk Actuarial science Economy Mathematical finance Finance Money Volatility RiskMetrics Risk Diversification Economic model
29	Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:02:25 Mathematical finance Finance Money Economy Volatility Implied volatility VIX Variance risk premium Beta Capital asset pricing model Financial risk Market risk
30	As volatility returns, Boston Partners’ Todd Hawthorne highlights for Pensions & Investments why volatility strategies should be viewed as part of their own discrete asset class Todd Hawthorne, the Lead Portfolio Manag Add to Reading List Source URL: www.boston-partners.com Language: English - Date: 2015-10-16 15:17:34 Finance Money Economy Investment Robeco Asset allocation Investment management Draft:Pim van Vliet Risk parity

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