The rationale for AT 9000: An ISO 9000-style quality management system standard for automated and algorithmic trading
AT 9000 is an industry-specific quality management system standard for automated and
algorithmic trading. The aim of AT 9000 is to address the safety issues inherent in automated …
algorithmic trading. The aim of AT 9000 is to address the safety issues inherent in automated …
Low-Volatility Assets for Retirement Investing in an Uncertain Future
W Ge - The Journal of Index Investing, 2017 - search.proquest.com
Smart beta has been an important investment phenomenon in the past several years.
However, some researchers have reservations about the future prospects of smart beta …
However, some researchers have reservations about the future prospects of smart beta …
[PDF][PDF] Moment Risk Premiums in Option Markets: On Measurement, Structure, and Investment Implications
J Dörries - 2021 - ediss.uni-goettingen.de
Rational investors with reasonable utility functions are in general not risk-neutral. Indeed,
there is a broad strand of literature in psychology, decision theory, and economics that …
there is a broad strand of literature in psychology, decision theory, and economics that …
[PDF][PDF] How to Harvest Variance Risk Premiums for the Long-term Investor?
J Dörries, O Korn, GJ Power - fernuni-hagen.de
Derivative positions that aim to earn variance risk premiums are exposed to sharp price
declines during market crises, which calls into question their suitability for the long-term …
declines during market crises, which calls into question their suitability for the long-term …
Using the Volatility Risk Premium to Mitigate the Next Financial Crisis
W Ge - The Journal of Wealth Management, 2019 - jwm.pm-research.com
Ten years have passed since the trough of the Global Financial Crisis, and the US equity
market has experienced one of the longest stretches of ascent in history. Some investors …
market has experienced one of the longest stretches of ascent in history. Some investors …