Which beta is best? : on the information content of option-implied betas
Rainer Baule, Olaf Korn and Sven Saßning
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Baule, Rainer ; Korn, Olaf ; Saßning, Sven |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 22.2016, 3, p. 450-483
|
| Subject: | beta | option-implied information | Betafaktor | Beta risk | CAPM | Informationswert | Information value | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Schätzung | Estimation | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712948