Estimating time-varying risk aversion from option prices and realized returns

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Reference

Kosolapova, M., Hanke, M., & Weissensteiner, A. (2023). Estimating time-varying risk aversion from option prices and realized returns. Quantitative Finance, 23(1), 1-17. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Liechtenstein Business School
  • Finance

Original Source URL

Link

DOI

http://dx.doi.org/https://doi.org/10.1080/14697688.2022.2130086