Adriano Tosi

Morgan Stanley

London

United Kingdom

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

The Timing of Option Returns

Number of pages: 58 Posted: 03 Feb 2017 Last Revised: 21 Oct 2018
Adriano Tosi and Alexandre Ziegler
Morgan Stanley and University of Zurich - Department of Banking and Finance
Downloads 1,093 (23,659)
Citation 1

Abstract:

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Option Returns, Out-Of-The-Money Put Options, Market Timing

2.

International Volatility Arbitrage

Number of pages: 79 Posted: 12 Jul 2018 Last Revised: 21 Oct 2018
Adriano Tosi
Morgan Stanley
Downloads 701 (44,081)

Abstract:

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systematic volatility arbitrage, cross-section of option returns, dispersion trading