Delta-Hedged Gains and the Negative Market Volatility Risk Premium

Review of Financial Studies

Volumn 16, Issue 2, 2003, Pages 527-566

  Bakshi, Gurdip ^a   Kapadia, Nikunj ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNIVERSITY OF MASSACHUSETTS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037839145     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/hhg002     Document Type: Article

References (33)

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