Inferring option-implied investors' risk preferences
Year of publication: |
2005
|
---|---|
Authors: | Giamouridis, Daniel |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 7, p. 479-488
|
Subject: | Risikopräferenz | Risk attitude | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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