Estimation of risk neutral measure for Polish stock market
Year of publication: |
2014
|
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Authors: | Kliber, Paweł |
Published in: |
E-Finanse : finansowy kwartalnik internetowy. - Rzeszów : [Verlag nicht ermittelbar], ISSN 1734-039X, ZDB-ID 2631747-3. - Vol. 10.2014, 2, p. 28-37
|
Subject: | risk-neutral pricing | option-implied density | risk aversion | real-world measure | event study | Risikoaversion | Risk aversion | Polen | Poland | Messung | Measurement | Risiko | Risk | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Ereignisstudie | Event study | Statistische Verteilung | Statistical distribution | Risikoneutralität | Risk neutrality | Optionspreistheorie | Option pricing theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.14636/1734-039X_10_2_001 [DOI] hdl:10419/147098 [Handle] |
Classification: | c58 ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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