Component decomposition of variance risk premium and the return predictability: An analytical and comparative framework

Fengping TIAN, Yan ZENG

Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (10) : 3261-3286.

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Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (10) : 3261-3286. DOI: 10.12011/SETP2025-0368

Component decomposition of variance risk premium and the return predictability: An analytical and comparative framework

  • Fengping TIAN1(), Yan ZENG2,*()
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2025, 45(10): 3261-3286 https://doi.org/10.12011/SETP2025-0368

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