An empirical portfolio perspective on option pricing anomalies
Year of publication: |
2007
|
---|---|
Authors: | Driessen, Joost ; Maenhout, Pascal J. |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 11.2007, 4, p. 561-603
|
Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Portfolio-Management | Portfolio selection | USA | United States |
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