Estimation empirique de l'aversion au risque: l'apport des marchés d'options

Christophe Villa and Christophe Perignon ()
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Christophe Villa: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

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Keywords: aversion au risque; estimation empirique; marchés d'options (search for similar items in EconPapers)
Date: 2002
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Published in M. BELLALAH. Finance contemporaine, Economica, 2002, Recherche en Gestion

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00076862

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