What goes into risk-neutral volatility? : empirical estimates of risk and subjectve risk preferences
Stephen Figlewski
| Year of publication: |
2016
|
|---|---|
| Authors: | Figlewski, Stephen |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 43.2016, 1, p. 29-42
|
| Subject: | Volatilität | Volatility | Risikopräferenz | Risk attitude | Risiko | Risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686157