Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
In: The Legacy of Fisher Black / Lehmann, Bruce N. (Hrsg.). - Oxford : Univ. Pr., 2005. - S. 125-160. - ISBN 0-19-516836-4
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Konstanz
- (who)
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Bibliothek der Universität Konstanz
- (when)
-
2008
- Creator
- URN
-
urn:nbn:de:bsz:352-opus-70514
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:57 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Rubinstein, Mark
- Jackwerth, Jens Carsten
- Bibliothek der Universität Konstanz
Time of origin
- 2008
Other Objects (12)
Recovering Risk Aversion from Option Prices and Realized Returns
Understanding Migration Aversion Using Elicited Counterfactual Choice Probabilities
Understanding Migration Aversion Using Elicited Counterfactual Choice Probabilities
Understanding migration aversion using elicited counterfactual choice probabilities
Measures and probabilities
Recovering
Realized volatility and overnight returns
Realized beta: Persistence and predictability
Realized moments and bond pricing
Loss aversion and perceptional risk aversion
Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse
Modelling and forecasting multivariate realized volatility
Recovering Risk Aversion from Option Prices and Realized Returns
Understanding Migration Aversion Using Elicited Counterfactual Choice Probabilities
Understanding Migration Aversion Using Elicited Counterfactual Choice Probabilities
Understanding migration aversion using elicited counterfactual choice probabilities
Measures and probabilities
Recovering
Realized volatility and overnight returns
Realized beta: Persistence and predictability
Realized moments and bond pricing
Loss aversion and perceptional risk aversion
Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse
Modelling and forecasting multivariate realized volatility
Recovering Risk Aversion from Option Prices and Realized Returns
Understanding Migration Aversion Using Elicited Counterfactual Choice Probabilities
Understanding Migration Aversion Using Elicited Counterfactual Choice Probabilities
Understanding migration aversion using elicited counterfactual choice probabilities
Measures and probabilities
Recovering
Realized volatility and overnight returns
Realized beta: Persistence and predictability
Realized moments and bond pricing
Loss aversion and perceptional risk aversion
Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse