Skewness Risk Premium: Theory and Empirical Evidence
Year of publication: |
2014
|
---|---|
Authors: | Wolff, Christian ; Lehnert, Thorsten ; Lin, Yuehao |
Institutions: | Luxembourg School of Finance, Faculté de droit, d'économie et de finance |
Subject: | Asset Pricing | Skewness Risk Premium | Option Markets | Central Moments Risk Compensation | Risk Aversion |
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