Gamma Factor Premium

Log in to collect

Academic paper

Equity Convexity and Unconventional Monetary Policy

AuthorsLauren Stagnol; Marc-ali Ben Abdallah; Patrick Herfroy

Institute
  • Amundi Institute
  • Amundi Asset Management

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.