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Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Fuente:
Wiley Open Access
Saved in:
Bibliographic Details
Main Authors:
MATHIEU FOURNIER
,
KRIS JACOBS
,
PIOTR ORŁOWSKI
Format:
Artículo Open Access
Published:
Wiley
2024
Subjects:
The Journal of Finance
Online Access:
Acceder al recurso
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