Heterogeneous beliefs and risk-neutral skewness
Geoffrey C. Friesen, Yi Zhang, and Thomas S. Zorn
| Year of publication: |
2012
|
|---|---|
| Authors: | Friesen, Geoffrey C. ; Zhang, Yi ; Zorn, Thomas S. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 47.2012, 4, p. 851-872
|
| Subject: | Volatilität | Volatility | CAPM | Erwartungsbildung | Expectation formation | Optionspreistheorie | Option pricing theory | Anlageverhalten | Behavioural finance | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009672401