Option-implied preferences adjustments, density forecasts, and the equity risk premium
Francisco Alonso (),
Roberto Blanco and
Gonzalo Rubio ()
Spanish Economic Review, 2009, vol. 11, issue 2, 141-164
Keywords: Risk adjustments; Option-implied densities; Forecasting performance; Equity-risk premium; G10; G12 (search for similar items in EconPapers)
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Working Paper: Option-implied preferences adjustments, density forecasts, and the equity risk premium (2006)
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