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type_genre:"Collection of articles written by one author"
~isPartOf:"The journal of derivatives : JOD"
~language:"eng"
~subject:"Risk attitude"
~type_genre:"Aufsatz in Zeitschrift"
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Is risk-neutral skewness an indicator of downside risk? : evidence from tail risk taking of hedge funds
Lehnert, Thorsten
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013174822
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