Option Factor Momentum
Year of publication: |
[2023]
|
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Authors: | Käfer, Niclas ; Moerke, Mathis ; Wiest, Tobias |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Momentenmethode | Method of moments | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | Aktienoption | Stock option |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4405852 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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