Risk-Neutral Skewness : Return Predictability and Its Sources
Year of publication: |
[2012]
|
---|---|
Authors: | Rehman, Zahid |
Other Persons: | Vilkov, Grigory (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 13, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1301648 [DOI] |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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