Estimating time-varying risk aversion from option prices and realized returns

Referenz

Kosolapova, M., Hanke, M., & Weissensteiner, A. (2023). Estimating time-varying risk aversion from option prices and realized returns. Quantitative Finance, 23(1), 1-17. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)

Publikationsart

Beitrag in wissenschaftlicher Fachzeitschrift

Mitarbeiter

• Prof. Dr. Michael Hanke
• Dr. Alex Weissensteiner

Einrichtungen

• Liechtenstein Business School
• Finance

Original Source URL

DOI