An Empirical Portfolio Perspective on Option Pricing Anomalies*
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Publication:5438488
DOI10.1093/rof/rfm024zbMath1153.91488MaRDI QIDQ5438488
Pascal Maenhout, Joost Driessen
Publication date: 23 January 2008
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f3ba28b656edf162d8b84dd6f914eb24216355da
91G70: Statistical methods; risk measures
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