Option-implied value-at-risk and the cross-section of stock returns (Q2328784)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option-implied value-at-risk and the cross-section of stock returns |
scientific article |
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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