Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Zhengyun Jiang, Xin Zhou
| Year of publication: |
2024
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|---|---|
| Authors: | Jiang, Zhengyun ; Zhou, Xin |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 91.2024, p. 378-399
|
| Subject: | Return predictability | Risk aversion | Risk neutral skewness | Risikoaversion | Theorie | Theory | Risiko | Risk | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.01.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492161