U-shaped Pricing Kernel and Expected Option Returns: New Insights

Category: Finance Brown Bag Seminar
When: 05 June 2019
, 14:00
 - 15:00
Where: HoF E.20 ("DZ Bank")
Speaker: Tobias Sichert

Authors: Tobias Sichert (Goethe University) and Christian Schlag (Goethe University)

Title: U-shaped Pricing Kernel and Expected Option Returns: New Insights

Abstract: TBA

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