Funding illiquidity implied by S&P 500 derivatives
Year of publication: |
2024
|
---|---|
Authors: | Golez, Benjamin ; Jackwerth, Jens Carsten ; Slavutskaya, Anna |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 9, Art.-No. 149, p. 1-33
|
Subject: | funding illiquidity | hedge funds | risk premium | return prediction | Hedgefonds | Hedge fund | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Derivat | Derivative | Portfolio-Management | Portfolio selection | Hedging | Kapitalmarktrendite | Capital market returns |
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