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Volatility risk
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71	Reference-dependent preferences and the risk-return trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu February 2016 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market. Add to Reading List Source URL: users.cla.umn.edu Language: English - Date: 2016-02-04 22:18:26 Mathematical finance Investment Financial ratios Financial markets Technical analysis Capital asset pricing model Beta Volatility Market sentiment Risk Rate of return
72	The return of volatility, coupled with regulatory change, has challenged the titans of the German market, allowing foreign competitors to muscle in. By Louie Woodall A crowded field E Add to Reading List Source URL: cbcm.commerzbank.com Language: English - Date: 2015-09-10 06:30:20 Primary dealers Financial markets Investment banks Financial services Stock market Risk UBS Foreign exchange market Derivative Over-the-counter Investment banking Structured product
73	CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2011-06-28 04:09:58 Mathematical finance Options Statistics Economy Applied mathematics Stochastic processes BlackScholes model Equations Stock market Volatility Normal distribution Brownian motion
74	MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:14:35 Mathematical finance Applied mathematics Economy Finance BlackScholes model Implied volatility Stochastic volatility Risk-neutral measure Volatility Option Quantitative analyst Brownian motion
75	Non- and Semiparametric Volatility and Correlation Models - Economic Sources of Volatility, Risk Decomposition and Financial CrisesUniversity of Paderborn Add to Reading List Source URL: groups.uni-paderborn.de Language: English - Date: 2014-07-22 07:40:00
76	Volatility Managed Portfolios Alan Moreira and Tyler Muir∗ November 23, 2015 Abstract Managed portfolios that take less risk when volatility is high produce large, positive alphas and increase factor Sharpe ratios by s Add to Reading List Source URL: faculty.som.yale.edu Language: English - Date: 2015-11-23 08:07:12
77	Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 1998-09-15 22:26:20 Economy Economics Mathematical finance Money Volatility Price Nominal rigidity Law of one price Market Value at risk Arbitrage Standard deviation
78	INVESTMENT STRATEGY OVERVIEW JUNE 2015 EXECUTIVE SUMMARY The Shadow Knows Add to Reading List Source URL: ustrust.com Language: English - Date: 2015-07-09 10:23:44 Economy Finance Money Investment Hedge fund Asset classes Financial risk Investment fund Alternative investment Hedge Volatility Risk parity
79	INVESTMENT STRATEGY OVERVIEW JUNE 2015 EXECUTIVE SUMMARY The Shadow Knows Add to Reading List Source URL: www.ustrust.com Language: English - Date: 2015-07-09 10:23:44 Investment Hedge fund Asset classes Financial risk Investment fund Alternative investment Investment strategy Volatility Finance Risk Risk parity Exchange-traded fund
80	Systemic Risk and the Macroeconomy: An Empirical Evaluation∗ Stefano Giglio† Bryan Kelly† Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:25:35 Economy Money Finance Financial risk Mathematical finance Systemic risk Expected shortfall Economic model Quantile Volatility Economic data Systemic

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