3 results
One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 59 / Issue 3 / May 2024
- Published online by Cambridge University Press:
- 14 April 2023, pp. 1185-1212
- Print publication:
- May 2024
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Getting Paid to Hedge: Why Don’t Investors Pay a Premium to Hedge Downturns?
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 3 / June 2019
- Published online by Cambridge University Press:
- 07 September 2018, pp. 1157-1192
- Print publication:
- June 2019
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Davids, Goliaths, and Business Cycles
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 6 / December 2017
- Published online by Cambridge University Press:
- 27 December 2017, pp. 2429-2460
- Print publication:
- December 2017
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