Volatility-decay risk premia
Dan Galai, Haim Kedar-Levy, and Ben Z. Schreiber
| Year of publication: |
2014
|
|---|---|
| Authors: | Galai, Dan ; Kedar-Levy, Haim ; Shraiber, Bentsi |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 22.2014, 1, p. 57-70
|
| Subject: | Risikoprämie | Risk premium | Theorie | Theory | CAPM |
| 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/10011634591