Fund Volatility Index using equity market state prices

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@article{6a3330693c5a4f5e9123780c1f1a8858,

title = "Fund Volatility Index using equity market state prices",

author = "M.J. O'Neil and Frank Liu",

year = "2017",

month = sep,

doi = "10.1111/acfi.12177",

language = "English",

volume = "57",

pages = "837--853",

journal = "Accounting and Finance",

issn = "0810-5391",

publisher = "John Wiley & Sons",

number = "3",

}