Option-based estimation of the price of coskewness and cokurtosis risk
Peter Christoffersen, Mathieu Fournier, Kris Jacobs, Mehdi Karoui
| Year of publication: |
2021
|
|---|---|
| Authors: | Christoffersen, Peter F. ; Fournier, Mathieu ; Jacobs, Kris ; Karoui, Mehdi |
| Subject: | Risikoprämie | Risk premium | Indexderivat | Index derivative | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S002210902000023X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437371