Open AccessRecovering Risk Aversion from Option Prices and Realized Returns
Author(s) -
Jens Carsten Jackwerth
Publication year - 2000
Publication title -
review of financial studies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 12.8
H-Index - 190
eISSN - 1465-7368
pISSN - 0893-9454
DOI - 10.1093/rfs/13.2.433
Subject(s) - economics , risk aversion (psychology) , downside risk , econometrics , risk neutral , loss aversion , transaction cost , crash , index (typography) , database transaction , expected utility hypothesis , financial economics , microeconomics , computer science , portfolio , world wide web , programming language
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