Cumulative prospect theory, option returns, and the variance premium
Lieven Baele, Joost Driessen, Sebastian Ebert, Juan M. Londono, Oliver G. Spalt
| Year of publication: |
2019
|
|---|---|
| Authors: | Baele, Lieven ; Driessen, Joost ; Ebert, Sebastian ; Londono, Juan M. ; Spalt, Oliver |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 32.2019, 9, p. 3667-3723
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| Subject: | Prospect Theory | Prospect theory | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | CAPM |
| Description of contents: | Description [doi.org] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhy127 [DOI] 10.1093/rfs/hhy127 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012108129