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Inferring option-implied investors' risk preferences

✍ Scribed by Giamouridis, Daniel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option-implied preferences adjustments,

✍ Francisco Alonso; Roberto Blanco; Gonzalo Rubio 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 386 KB

Option-Implied Risk Aversion Estimates

✍ Robert R. Bliss; Nikolaos Panigirtzoglou 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 356 KB

Market pricing of executive stock option

✍ Antti Pirjetä; Seppo Ikäheimo; Vesa Puttonen 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 790 KB

Option-implied risk preferences: An exte

✍ Byung Jin Kang; Tong Suk Kim 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 417 KB

Option-Implied Risk-Neutral Distribution

✍ Jackwerth, Jens Carsten 📂 Article 📅 1999 🏛 Institutional Investor 🌐 English ⚖ 187 KB

Implied Risk Aversion Parameter from Opt

✍ Kenneth S. Bartunek; Mustafa Chowdhury 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 903 KB