Option-implied preferences adjustments, density forecasts, and the equity risk premium
| Year of publication: |
2009
|
|---|---|
| Authors: | Alonso, Francisco ; Blanco, Roberto ; Rubio, Gonzalo |
| Published in: |
Spanish Economic Review. - Asociación Española de Economía - AEE. - Vol. 11.2009, 2, p. 141-164
|
| Publisher: |
Asociación Española de Economía - AEE |
| Subject: | Risk adjustments | Option-implied densities | Forecasting performance | Equity-risk premium |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999448