Implied volatility and future portfolio returns
Prithviraj S. Banerjee, James S. Doran, David R. Peterson
| Year of publication: |
2007
|
|---|---|
| Authors: | Banerjee, Prithviraj S. ; Doran, James S. ; Peterson, David R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 10, p. 3183-3199
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| Subject: | Risikoprämie | Risk premium | Volatilität | Volatility | Kapitaleinkommen | Capital income | Index-Futures | Index futures |
| 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/10003574850