The puzzle of index option returns
George M. Constantinides; Jens Carsten Jackwerth; Alexi Savov
| Year of publication: |
2013
|
|---|---|
| Authors: | Kōnstantinidēs, Giōrgos ; Jackwerth, Jens Carsten ; Savov, Alexi |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 3.2013, 2, p. 229-257
|
| Subject: | Aktienindex | Stock index | Optionsgeschäft | Option trading | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | USA | United States |
| 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/10010249052