Measuring Investors' Risk Appetite
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More about this item
KeywordsRisk appetite; market sentiment; risk-neutral pricing; risk aversion;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-25 (All new papers)
- NEP-RMG-2006-11-25 (Risk Management)
- NEP-UPT-2006-11-25 (Utility Models & Prospect Theory)
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