Option-implied value-at-risk and the cross-section of stock returns (Q2328784)
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scientific article; zbMATH DE number 7117936
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option-implied value-at-risk and the cross-section of stock returns |
scientific article; zbMATH DE number 7117936 |
Statements
Option-implied value-at-risk and the cross-section of stock returns (English)
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16 October 2019
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option-implied moments
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option-implied skewness
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downside risk
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0.7623377442359924
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0.7331596612930298
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0.7277048826217651
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0.7242573499679565
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0.7217729091644287
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