Option-Implied Measures of Equity Risk
Year of publication: |
2012
|
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Authors: | Chang, Bo Young |
Other Persons: | Christoffersen, Peter (contributor) ; Jacobs, Kris (contributor) ; Vainberg, Gregory (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Messung | Measurement | Risiko | Risk | Risikoprämie | Risk premium | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1416753 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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