@misc{HuangSchlagShaliastovichetal.2018,
  author    = {Darien Huang and Christian Schlag and Ivan Shaliastovich and Julian Thimme},
  title     = {Volatility-of-volatility risk},
  booktitle = {SAFE working paper series ; No. 210},
  number    = {May 2018},
  url       = {https://ssrn.com/abstract=3183610},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {210},
  type      = {workingpaper},
  pages     = {62},
  year        = {2018},
}