U-shaped Pricing Kernel and Expected Option Returns: New Insights
Category: Finance Brown Bag Seminar
When: 05 Juni 2019
, 14:00
- 15:00
Where: HoF E.20 ("DZ Bank")
Speaker: Tobias Sichert
Authors: Tobias Sichert (Goethe University) and Christian Schlag (Goethe University)
Title: U-shaped Pricing Kernel and Expected Option Returns: New Insights
Abstract: TBA