Option-implied risk aversion anomalies : evidence from Japanese market
Year of publication: |
2013
|
---|---|
Authors: | Takkabutr, Nattapol |
Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 54.2013, 2, p. 137-157
|
Subject: | crisis | financial crisis | option | option-implied | risk aversion | Risikoaversion | Risk aversion | Finanzkrise | Financial crisis | Japan | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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