Option coskewness and capital asset pricing
Year of publication: |
2006
|
---|---|
Authors: | Vanden, Joel M. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 19.2006, 4, p. 1279-1320
|
Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Kapitaleinkommen | Capital income | CAPM | USA | United States | 1993-2000 |
-
Vanden, Joel M., (2004)
-
Financial decision-making under distribution uncertainty
Kacperczyk, Marcin, (2004)
-
Volatility risk premium decomposition of LIFFE equity options
Lin, Bing-huei, (2012)
- More ...
-
Information acquisition and mutual funds
GarcĂa, Diego, (2005)
-
Exact superreplication strategies for a class of derivative assets
Vanden, Joel M., (2006)
-
Portfolio insurance and volatility regime switching
Vanden, Joel M., (2006)
- More ...