Exploiting Overestimated Volatility Risk Premium: A Contrarian ETF Trading Strategy
The study proposes a unique trading strategy using the Volatility Risk Premium (VRP) for ETFs, resulting in an average annual return of 20.79%.
Featured in No. 51 on 28 May 2024 · 3 days after release · 0 citations today
- Released
- 25 May 2024
- First featured
- No. 51 · 28 May 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 4841308
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