Option-implied risk aversion estimates
Year of publication: |
2004
|
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Authors: | Bliss, Robert R. ; Panigirtzoglou, Nikolaos |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 1, p. 407-446
|
Subject: | Risikoaversion | Risk aversion | Schätzung | Estimation | Index-Futures | Index futures | USA | United States | 1983-2001 |
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