Sharpe-optimal volatility futures carry
Crossref DOI link: https://doi.org/10.1057/s41260-024-00359-y
Published Online: 2024-05-29
Published Print: 2024-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Uhl, Björn https://orcid.org/0000-0002-8018-4481
Text and Data Mining valid from 2024-05-01
Version of Record valid from 2024-05-01
Article History
Revised: 5 January 2024
Accepted: 24 April 2024
First Online: 29 May 2024