Brandon Sneider

University of Massachusetts Amherst - Department of Finance

Amherst, MA 01003

United States

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Scholarly Papers (1)

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Write on the Money?

Number of pages: 35 Posted: 12 Jul 2016 Last Revised: 20 Jul 2016
Lew Burton, Nikunj Kapadia and Brandon Sneider
University of Massachusetts Amherst, University of Massachusetts Amherst - Department of Finance and University of Massachusetts Amherst - Department of Finance
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Abstract:

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Variance Risk Premium, Buy-Write, Covered Call, Market Anomalies