Cumulative prospect theory, option returns, and the variance premium
Gespeichert in:
| Hauptverfasser: | , , , , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2019
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| In: |
The review of financial studies
Year: 2019, Jahrgang: 32, Heft: 9, Pages: 3667-3723 |
| ISSN: | 1465-7368 |
| DOI: | 10.1093/rfs/hhy127 |
| Schlagworte: | |
| Online-Zugang: | 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 
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| Verfasserangaben: | Lieven Baele, Joost Driessen, Sebastian Ebert, Juan M. Londono, Oliver G. Spalt |
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