Predicting the equity market with option-implied variables
Fabian Hollstein, Marcel Prokopczuk, Björn Tharann and Chardin Wese Simen
| Year of publication: |
2019
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|---|---|
| Authors: | Hollstein, Fabian ; Prokopczuk, Marcel ; Tharann, Björn ; Wese Simen, Chardin |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 10, p. 937-965
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| Subject: | Equity premium | option-implied information | portfolio choice | predictability | timing strategies | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2018.1556176 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207043