Option-implied preferences adjustments, density forecasts, and the equity risk premium
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Volume (Year): 11 (2009)
Issue (Month): 2 (June)
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- Kang, Byung Jin & Kim, Tong Suk, 2006. "Option-implied risk preferences: An extension to wider classes of utility functions," Journal of Financial Markets, Elsevier, vol. 9(2), pages 180-198, May.
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