Generalized bounds on the conditional expected excess return on individual stocks
Year of publication: |
2023
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Authors: | Chabi-Yo, Fousseni ; Dim, Chukwuma Chijioke ; Vilkov, Grigory |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 2, p. 922-939
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Subject: | expected returns | higher-order moments | market spanning | option implied | recovery | Kapitaleinkommen | Capital income | CAPM | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Schätzung | Estimation | Optionspreistheorie | Option pricing theory |
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