Browsing Rechts-, Wirtschafts- und Sozialwissenschaften by Advisor & Referee "Berger, Prof. Dr. Tino"
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Moment Risk Premiums in Option Markets: On Measurement, Structure, and Investment Implications
(2021-11-16)Rational investors are in general risk averse. An important implication of this risk aversion is that investors may demand compensation for certain risks they take – risk premiums. Moment risk premiums are an example of ...