Expected option returns

Journal of Finance

Volumn 56, Issue 3, 2001, Pages 983-1009

  Coval, Joshua D ^a   Shumway, Tyler ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041030608     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00352     Document Type: Article

References (16)

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13. Merton, Robert C., 1971, Optimum consumption and portfolio rules in a continuous-time model, Journal of Economic Theory 3, 373-413.
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