On The Relationship Between Expected Returns and Implied Volatility of Interest Rate-Dependent Securities
- 期刊名称The Journal of Portfolio Management
- 作者Ronn, Ehud I; Wadhwa, Pavan
- 卷第24卷
- 期第3期
- 印刷ISSN0095-4918
- 文件大小1245.30KB
- 发表时间1998-01
- DOI10.3905/jpm.1998.409636
- 页码93-109
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