Option-implied measures of equity risk
Year of publication: |
2012
|
---|---|
Authors: | Chang, Bo Young ; Christoffersen, Peter F. ; Jacobs, Kris ; Vainberg, Gregory |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 16.2012, 2, p. 385-428
|
Subject: | Schätzung | Estimation | Messung | Measurement | Risiko | Risk | Risikoprämie | Risk premium | Risikomanagement | Risk management |
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