Determinants of S\&P 500 index option returns (Q941727)
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scientific article; zbMATH DE number 5319238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determinants of S\&P 500 index option returns |
scientific article; zbMATH DE number 5319238 |
Statements
Determinants of S\&P 500 index option returns (English)
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2 September 2008
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Option returns
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Factor analysis
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Option implied volatility
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Equally weighted option index
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Mean-variance spanning
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