Cumulative Prospect Theory and the Variance Premium
Baele, Lieven; Driessen, Joost; Londono, Juan M.; Spalt, Oliver G.
- 期刊名称SSRN Electronic Journal
- 作者Baele, Lieven; Driessen, Joost; Londono, Juan M.; Spalt, Oliver G.
- 电子ISSN1556-5068
- 文件大小714.62KB
- 发表时间2014
- DOI10.2139/ssrn.2564498