Explaining S&P500 option returns : an implied risk-adjusted approach
Year of publication: |
2021
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Authors: | Volkmann, David |
Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 29.2021, 2, p. 665-685
|
Subject: | Option mispricing puzzle | Expected option return | U-shaped pricing kernel | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Experiment | CAPM | Derivat | Derivative |
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