Probability weighting functions implied in options prices
Valery Polkovnichenko; Feng Zhao
| Year of publication: |
2013
|
|---|---|
| Authors: | Polkovnichenko, Valery ; Zhao, Feng |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 107.2013, 3, p. 580-609
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| Subject: | Pricing kernel | Nonparametric estimation | Probability weighting | Rank-dependent utility | Wahrscheinlichkeitsrechnung | Probability theory | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Nutzen | Utility | CAPM | Schätztheorie | Estimation theory | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Prospect Theory | Prospect theory | Nutzentheorie | Utility theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009730600