Recovering Risk Aversion from Option Prices and Realized Returns

Jens Jackwerth ()

No RPF-265, Research Program in Finance Working Papers from University of California at Berkeley

New Economics Papers: this item is included in nep-fin
Date: 1996-09-01
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Related works:
Working Paper: Recovering Risk Aversion from Option Prices and Realized Returns (1998)
Journal Article: Recovering Risk Aversion from Option Prices and Realized Returns (2000)
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