The market for crash risk (Q844715): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2007.09.020
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+W3122586954
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@@ Property / cites work @@
+Nonparametric risk management and implied risk aversion
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+Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
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+A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
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+Post-'87 crash fears in the S\&P 500 futures option market
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+The equilibrium allocation of diffusive and jump risks with heterogeneous agents
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