Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes

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Serval ID
serval:BIB_32006C8C5E94
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
Journal
Review of Financial Studies
Author(s)
Goyal Amit, Saretto Alessio
Publication state
Submitted to the publisher
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_32006C8C5E94
Create date
14/10/2024 10:31
Last modification date
15/10/2024 6:23
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