Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash
Year of publication: |
2011
|
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Authors: | Benzoni, Luca |
Other Persons: | Collin-Dufresne, Pierre (contributor) ; Goldstein, Robert S. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | CAPM | Finanzkrise | Financial crisis | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 7, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1543467 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; E10 - General Aggregative Models. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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