Consumption risks in option returns
Shuwen Yang, Kevin Aretz, Hening Liu, Yuzhao Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Yang, Shuwen ; Aretz, Kevin ; Liu, Hening ; Zhang, Yuzhao |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 69.2022, p. 285-302
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| Subject: | Consumption growth | Option returns | Recursive utility | Volatility risk | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risiko | Risk | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | CAPM | Privater Konsum | Private consumption | Optionsgeschäft | Option trading | Konsum | Consumption | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013478527