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subject:"Optionsgeschäft"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Czerwonko, Michal"
~subject:"Market microstructure"
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Optionsgeschäft
Market microstructure
Financial market
2
Finanzmarkt
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Option trading
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1983-2006
1
1990-2013
1
Aktienindex
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Derivat
1
Derivative
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Index futures
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Index-Futures
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Risikoaversion
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Risk aversion
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Securities trading
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Czerwonko, Michal
Bebchuk, Lucian A.
3
Kelly, Bryan T.
3
Kōnstantinidēs, Giōrgos
3
Perrakis, Stylianos
3
Andersen, Torben
2
Collin-Dufresne, Pierre
2
Giglio, Stefano
2
Goldstein, Robert S.
2
Grinstein, Yaniv
2
Jackwerth, Jens Carsten
2
Pedersen, Lasse Heje
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Peyer, Urs C.
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Poteshman, Allen M.
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Backus, David
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Beber, Alessandro
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Benzoni, Luca
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Bondarenko, Oleg
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Brandt, Michael W.
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Buser, Stephen Aubrey
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Campa, José Manuel
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Chacko, George
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Chang, P. H. Kevin
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Chen, Hui
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Das, Sanjiv R.
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David, Alexander
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Dew-Becker, Ian
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Engle, Robert F.
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Fan, Yang
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Farhi, Emmanuel
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Feldstein, Martin S.
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Frazzini, Andrea
1
Fusari, Nicola
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Gabaix, Xavier
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Garleanu, Nicolae
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Hendershott, Patric H.
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Joslin, Scott
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Working paper / National Bureau of Economic Research, Inc.
NBER Working Paper
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NBER working paper series
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24th Australasian Finance and Banking Conference 2011 Paper
1
CoFE discussion papers
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Mispriced index option portfolios
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2017
Persistent link: https://www.econbiz.de/10011732296
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2
Are options on index futures profitable for risk averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2010
Persistent link: https://www.econbiz.de/10008656711
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