Option implied beta and option return
Year of publication: |
January 2018
|
---|---|
Authors: | Ze-To, Samuel Yau Man |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 2, p. 128-142
|
Subject: | Model-fee implied volatility | option implied beta | option returns | model-free implied skewness | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Aktienoption | Stock option | CAPM |
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