The risk-asymmetry index as a new measure of risk
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
| Year of publication: |
2018
|
|---|---|
| Authors: | Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia |
| Subject: | risk-asymmetry | corridor implied volatility | risk-neutral moments | risk measures | return predictability | Volatilität | Volatility | Risiko | Risk | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Messung | Measurement | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Index | Index number |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/5505 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012547710