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Economy & Finance Low Risk Anomaly

1. Financial Analysts Journal Volume 67 • Number 1 ©2011 CFA InstituteBenchmarks as Limits to Arbitrage:Understanding the Low-Volatility AnomalyMalcolm Baker, Brendan…

Documents FFO Options 6: Volatility and Profitability

Chapter 5: Put-Call Parity & Synthetic Options FFO Options 6: Volatility and Profitability Dr. Scott Brown Stock Options Introduction Along with time, volatility is what…