Volatility risks and growth options
Hengjie Ai (Carlson School of Management, University of Minnesota, Minneapolis, Minnesota), Dana Kiku (University of Illinois at Urbana–Champaign, Champaign, Illinois)
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Ai, Hengjie ; Kiku, Dana |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 3, p. 741-763
|
| Subject: | growth options | idiosyncratic volatility | finance | asset pricing | Volatilität | Volatility | CAPM | Risiko | Risk | Unternehmenswachstum | Firm growth | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2014.2129 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011453540