Cumulative prospect theory, option returns, and the variance premium

DOI:	https://doi.org/10.1093/rfs/hhy127
URL:	https://academic.oup.com/rfs/advance-article/doi/1...
Additional URL:	https://papers.ssrn.com/sol3/papers.cfm?abstract_i...
Document Type:	Article
Year of publication:	2019
The title of a journal, publication series:	The Review of Financial Studies
Volume:	32
Issue number:	9
Page range:	3667-3723
Place of publication:	New York, NY [u.a.]
Publishing house:	Oxford Univ. Press
ISSN:	0893-9454 , 1465-7368
Publication language:	English
Institution:	Business School > ABWL, Finanzwirtschaft u. Finanzmarktinstitutionen (Spalt 2019-)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Baele, Lieven ; Driessen, Joost ; Ebert, Sebastian ; Londono, Juan M. ; Spalt, Oliver

Google Scholar: Baele, Lieven ; Driessen, Joost ; Ebert, Sebastian ; Londono, Juan M. ; Spalt, Oliver

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