Recovering Risk Aversion from Option Prices and Realized Returns
| Year of publication: |
2000
|
|---|---|
| Authors: | Jackwerth, Jens Carsten |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 13.2000, 2, p. 433-452
|