Skewness risk premium : theory and empirical evidence
Thorsten Lehnert; Yuehao Lin; Christian Wolff
| Year of publication: |
2014
|
|---|---|
| Authors: | Lehnert, Thorsten ; Lin, Yuehao ; Wolff, Christiaan Cornelis Petrus |
| Publisher: |
Luxembourg : LSF |
| Subject: | Asset Pricing | Skewness Risk Premium | Option Markets | Central Moments Risk Compensation | Risk Aversion | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk | CAPM | Risikoaversion | Risk aversion |
| Extent: | Online-Ressource (40 S.) graph. Darst. |
|---|---|
| Series: | LSF research working paper series. - Luxembourg : [Verlag nicht ermittelbar], ZDB-ID 2781733-7. - Vol. 14-05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010502927