Risk Neutral Skewness Predicts Price Rebounds and so can Improve Momentum Performance
Year of publication: |
2020
|
---|---|
Authors: | Borochin, Paul |
Other Persons: | Zhao, Yanhui (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (59 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 8, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3125124 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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