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Kyriacou, Maria
Olmo, Jose
148
Montes-Rojas, Gabriel
14
Pilbeam, Keith
14
Laborda, Ricardo
13
McGee, Richard J.
11
Galvao, Antonio F.
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Mancini, Tullio
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Gonzalo, Jesus
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Kapar, Burcu
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Sanso-Navarro, Marcos
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Calvo Pardo, Héctor F.
7
Fuertes, Ana-Maria
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Gonzalo, Jesús
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Pouliot, William
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González-Val, Rafael
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Conlon, Thomas
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de Castro, Luciano I.
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Escanciano, J. Carlos
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Hallam, Mark
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McGroarty, Frank
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Cai, Yuzhi
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Calvo-Pardo, Hector F.
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Corbet, Shaen
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Escanciano, Juan Carlos
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Fuertes, Ana María
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Galvão Júnior, Antônio Fialho
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Montes‐Rojas, Gabriel
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Ahoniemi, Katja
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Castro, Luciano I. de
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Gabriel Montes‐Rojas
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Goodell, John W.
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Iori, Giulia
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Kim, Jeong Yeol
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Laborda, Juan
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Martinez, Oscar
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Strittmatter, Marius
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Anh Nguyet Vu
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Uncovering the distribution of option implied risk aversion
Kyriacou, Maria
;
Olmo, Jose
;
Strittmatter, Marius
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 81-104
Persistent link: https://www.econbiz.de/10012116675
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2
Optimal portfolio allocation using option‐implied information
Kyriacou, Maria
;
Olmo, Jose
;
Strittmatter, Marius
- In:
Journal of Futures Markets
41
(
2020
)
2
,
pp. 266-285
Persistent link: https://www.econbiz.de/10012406808
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