Understanding index option returns

Review of Financial Studies

Volumn 22, Issue 11, 2009, Pages 4493-4529

  Broadie, Mark ^a   Chernov, Mikhail ^b   Johannes, Michael ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 64149102384     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp032     Document Type: Article

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