Cumulative prospect theory, option returns, and the variance premium


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



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.




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Baele, Lieven ; Driessen, Joost ; Ebert, Sebastian ; Londono, Juan M. ; Spalt, Oliver (2019) Cumulative prospect theory, option returns, and the variance premium. The Review of Financial Studies New York, NY [u.a.] 32 9 3667-3723 [Article]


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