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Explaining S&P500 option returns : an implied risk-adjusted approach

David Volkmann
Year of publication:
2021
Authors: Volkmann, David
Subject: Option mispricing puzzle | Expected option return | U-shaped pricing kernel | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Index-Futures | Index futures
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