Recovering risk aversion from option prices and realized returns

Review of Financial Studies

Volumn 13, Issue 2, 2000, Pages 433-451

  Jackwerth, Jens Carsten ^a,b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b NONE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034381629     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/13.2.433     Document Type: Article

References (22)

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