The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Robert G. Tompkins; William T. Ziemba; Stewart D. Hodges
| Year of publication: |
2008
|
|---|---|
| Authors: | Tompkins, Robert G. ; Ziemba, William T. ; Hodges, Stewart D. |
| Published in: |
Handbook of sports and lottery markets. - Amsterdam : Elsevier, ISBN 978-0-444-50744-0. - 2008, p. 161-180
|
| Subject: | Optionsgeschäft | Option trading | Index-Futures | Index futures | Glücksspiel | Gambling | Kapitaleinkommen | Capital income | Volatilität | Volatility | Systematischer Fehler | Bias | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003779564