Cover Image

Cumulative prospect theory, option returns, and the variance premium

Saved in:
Bibliographic Details
Main Authors: Baele, Lieven (Author) , Driessen, Joost (Author) , Ebert, Sebastian (Author) , Londono, Juan M. (Author) , Spalt, Oliver (Author)
Format: Article (Journal)
Language:English
Published: 2019
In: The review of financial studies
Year: 2019, Volume: 32, Issue: 9, Pages: 3667-3723
ISSN:1465-7368
DOI:10.1093/rfs/hhy127
Subjects:
Aufsatz in Zeitschrift
Online Access:Resolving-System, lizenzpflichtig: https://doi.org/10.1093/rfs/hhy127
Verlag, lizenzpflichtig: https://academic.oup.com/rfs/article-pdf/32/9/3667/29194588/hhy127.pdf
Resolving-System, Corrigendum, lizenzpflichtig: https://doi.org/10.1093/rfs/hhy127
Get full text
Author Notes:Lieven Baele, Joost Driessen, Sebastian Ebert, Juan M. Londono, Oliver G. Spalt
Description
Physical Description:Online Resource
ISSN:1465-7368
DOI:10.1093/rfs/hhy127

Similar Items