Industry variance risk premium, cross-industry correlation, and expected returns
Yabei Zhu, Xingguo Luo, Qi Xu
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhu, Yabei ; Luo, Xingguo ; Xu, Qi |
| Subject: | variance risk premium | industry portfolio | option-implied correlation | return predictability | sector return | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Großbritannien | United Kingdom | Optionsgeschäft | Option trading | Varianzanalyse | Analysis of variance | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22376 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465888