Determinants of S&P 500 index option returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Cao, Charles ; Huang, Jing-Zhi |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 10.2007, 1, p. 1-38
|
| Publisher: |
Springer |
| Subject: | Option returns | Factor analysis | Option implied volatility | Equally weighted option index | Mean–variance spanning |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005709829