Option implied beta and option return
Yau Man Ze-To Samuel
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Ze-To, Samuel Yau Man |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 2, p. 128-142
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| Subject: | Model-fee implied volatility | option implied beta | option returns | model-free implied skewness | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | CAPM | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1313958 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011845923