Dispersion trading reference for starting

Goyal, A. and Saretto, A. Option returns and volatility mispricing. (February 2007). Working paper. Available at SSRN: http://ssrn. com/abstract=889947 Jiang, G. J., & Tian, Y. S. (2007). Extracting model-free volatility from option prices: An examination of the VIX index. Journal of Derivatives, 14(3), 3560. Law, A. M., & Kelton, W. D. (2000). Simulation modeling and analysis, Third edition. McGrawHill. Lehman Brothers (2002, July 11). On mean reversion in implied volatility time series. Global Foreign Exchange and Local Market Strategies. Markowitz, H. M. (1952). Portfolio selection. Journal of Finance, 7(1), 7791. Marshall, C. M. (2008). Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation. Working paper, Queens College of the City University of New York. Marshall, C.M. (2008b). Volatility trading: Hedge funds and the search for alpha (new challenges to the efficient markets hypothesis), Doctoral Dissertation, Fordham University, September 2008. Mehta, N. B., Molisch, A. F., Wu, J., & Zhang, J. (2006, June). Approximating the sum of correlated lognormal or lognormal-rice random variablesIEEE International Conference on Communications (ICC), vol. 4. (pp. 16051610) 81649547. Mitchell, R. L. (1968, February). Permanence of the log-normal distribution. Defense Technical Information Center. Mougeot, N. (2007, May 14). Hidden assets' investing series: Dispersion trading. Technical report: Equity Derivatives Strategy Group. Deutsche Bank. Nelken, I. (2006). Variance swap volatility dispersion. Derivatives Use, Trading & Regulation, 11(4), 334. Ramsey, P. H. (1989). Critical values for Spearman's rank order correlation. Journal of Educational Statistics, 14(3), 245253. Simaan, Y. E., & Wu, L. (2007, Winter). Price discovery in the U.S. stock options market. Journal of Derivatives, 15(2), 2038. Whaley, R. (2000). The investor fear gauge. Journal of Portfolio Management, 26, 1217.