Option-implied volatility-managed portfolios in Japan

Additional Metadata
Keywords	Japan, option-implied volatility, volatility-managed portfolios, momentum revival
Thesis Advisor	Emery, Logan, Rosellon, Miguel
Persistent URL	hdl.handle.net/2105/71272
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	van der Burg, Thijmen. (2024, February 13). Option-implied volatility-managed portfolios in Japan. Finance & Investments. Retrieved from http://hdl.handle.net/2105/71272

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