Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter
Primary Article

Derivatives on Market Volatility

Hedging Tools Long Overdue

Robert E. Whaley
The Journal of Derivatives Fall 1993, 1 (1) 71-84; DOI: https://doi.org/10.3905/jod.1993.407868
Robert E. Whaley
The T.Austin Finch Foundation professor of business administration at the Fuqua School of Business at Duke University in Durham, North Carolina.
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading
PDF extract preview

This is a PDF-only article. The first page of the PDF of this article appears above.

Don’t have access? Click here to request a demo

Alternatively, Call a member of the team to discuss membership options

US and Overseas: +1 646-931-9045

UK: 0207 139 1600

Log in using your username and password

Forgot your user name or password?
PreviousNext
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives
Vol. 1, Issue 1
Fall 1993
  • Table of Contents
  • Index by author
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Derivatives.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
Derivatives on Market Volatility
(Your Name) has sent you a message from The Journal of Derivatives
(Your Name) thought you would like to see the The Journal of Derivatives web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
Derivatives on Market Volatility
Robert E. Whaley
The Journal of Derivatives Aug 1993, 1 (1) 71-84; DOI: 10.3905/jod.1993.407868

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
Derivatives on Market Volatility
Robert E. Whaley
The Journal of Derivatives Aug 1993, 1 (1) 71-84; DOI: 10.3905/jod.1993.407868
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
  • Info & Metrics
  • PDF

Similar Articles

Cited By...

  • Implied Volatility across Geographical Markets and Asset Classes
  • Structured Products and the Mischief of Self-Indexing
  • Constructing Equity Market-Neutral VIX Portfolios with Dynamic CAPM
  • A Survey of Three Derivative-Based Methods to Harvest the Volatility Premium in Equity Markets
  • Thirty Volatility Indexes: Worldwide Tools to Gauge Sentiment and Diversify Portfolios
  • Trading Volatility: At What Cost?
  • Inverse VIX Futures ETNs: Caveat Emptor
  • Quantifying the Variance Risk Premium in VIX Options
  • A Look at the Use of VIX Futures in Investment Portfolios: Buy-and-Hold versus Tactical Allocations
  • Google Scholar

More in this TOC Section

  • A Comparison of Markov–Functional and Market Models
  • Price Hedging with Local and Aggregate Quantity Risk
  • Delivery Options and Treasury–Bond Futures Hedge Ratios
Show more Primary Article
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies