An empirical portfolio perspective on option pricing anomalies

Review of Finance

Volumn 11, Issue 4, 2007, Pages 561-603

  Driessen, Joost ^a   Maenhout, Pascal ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b INSEAD ^*

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44649104006     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1093/rof/rfm024     Document Type: Article

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