Primary Article
On The Relationship Between Expected Returns and Implied Volatility of Interest Rate-Dependent Securities
Ehud I. Ronn and Pavan Wadhwa
The Journal of Portfolio Management Spring 1998, 24 (3) 93-109; DOI: https://doi.org/10.3905/jpm.1998.409636
Ehud I. Ronn
A professor in the department of finance at the University of Texas at Austin (TX 78712–1179).
Pavan Wadhwa
With the taxable fixed-income research group at Lord, Abbett & Company in New York (NY 10153–0203).
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On The Relationship Between Expected Returns and Implied Volatility of Interest Rate-Dependent Securities
Ehud I. Ronn, Pavan Wadhwa
The Journal of Portfolio Management Apr 1998, 24 (3) 93-109; DOI: 10.3905/jpm.1998.409636
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