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1 Ergebnisse
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Implications for Asset Returns in the Implied Volatility Sk..:
Doran, James S.
;
Krieger, Kevin
Financial Analysts Journal. 66 (2010) 1 - p. 65-76 , 2010
Link:
https://www.jstor.org/stable/27809163
RT Journal T1
Implications for Asset Returns in the Implied Volatility Skew
UL https://suche.suub.uni-bremen.de/peid=jstor-27809163&Exemplar=1&LAN=DE A1 Doran, James S. A1 Krieger, Kevin PB CFA Institute YR 2010 SN 0015-198X K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Investment funds K1 Index funds K1 Financial portfolios K1 Financial markets K1 Options markets K1 Financial instruments K1 Financial securities K1 Dilutive securities K1 Stock options K1 Capital stocks K1 Stock prices K1 Business K1 Business operations K1 Commerce K1 Pricing K1 Price volatility K1 Banking K1 Banking services K1 Bank automation K1 ATMs K1 Purchasing K1 Cost estimates K1 Microeconomics K1 Economic costs and benefits K1 Economic costs K1 Transaction costs K1 Law K1 Civil law K1 Contract law K1 Contracts K1 Financial contracts K1 Derivative contracts K1 Options contracts K1 Call options JF Financial Analysts Journal VO 66 IS 1 SP 65 OP 76 LK http://dx.doi.org/https://www.jstor.org/stable/27809163 DO https://www.jstor.org/stable/27809163 SF ELIB - SuUB Bremen
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