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The risk premium that never was: A fair value explanation of the volatility spread.

Richard J. McGeeFrank McGroarty
Published in: Eur. J. Oper. Res. (2017)
Keyphrases
  • risk aversion
  • exchange rate
  • stock market
  • stochastic dominance
  • stock price
  • garch model
  • financial markets
  • artificial intelligence
  • case based reasoning
  • markov chain
  • resource allocation
  • utility function