The Price of the Smile and Variance Risk Premia.

Peter H. Gruber Claudio Tebaldi Fabio Trojani

Published in: Manag. Sci. (2021)

Keyphrases

conditional expectation
risk management
standard deviation
correlation coefficient
risk assessment
high risk
face recognition
computer vision
risk analysis
risk measures
decision making
bayesian networks
multi agent
real time
intra class
portfolio optimization
real world