The options-inferred equity premium and the slippery slope of the negative correlation condition$h

Year of publication:	2024
Authors:	Bakshi, Gurdip S. ; Crosby, John ; Gao, Xiaohui ; Xue, Jinming
Published in:	Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 22.2024, 3, p. 56-80
Subject:	Hypothesis and generality of the negative correlation condition \| dark matter property \| conditional equity premium \| options on S&P 500 equity index and STOXX 50 equity index \| Risikoprämie \| Risk premium \| Aktienindex \| Stock index \| Korrelation \| Correlation \| Theorie \| Theory \| Kapitaleinkommen \| Capital income

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10015198727

A service of the