Option-Implied Volatility-Managed Asset Pricing Risk Factors and Resurrection of the Value Factor
Year of publication: |
2019
|
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Authors: | Grobys, Klaus |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Theorie | Theory | Volatilität | Volatility | Risikoprämie | Risk premium | CAPM | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3461713 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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