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Communication Dans Un Congrès Année : 2018

Do hedge fund hedge? New evidence from volatility risk premia embedded in VIX options

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hal-04590340 , version 1 (28-05-2024)

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  • HAL Id : hal-04590340 , version 1

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Serge Darolles, Anmar Al Wakil. Do hedge fund hedge? New evidence from volatility risk premia embedded in VIX options. 5th Empirical Finance Workshop, ESSEC Business School, Mar 2018, Cergy, France. ⟨hal-04590340⟩
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