Recovering Risk Aversion from Option Prices and Realized Returns
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- Jackwerth, Jens Carsten, 2000. "Recovering Risk Aversion from Option Prices and Realized Returns," The Review of Financial Studies, Society for Financial Studies, vol. 13(2), pages 433-451.
- Jens Carsten Jackwerth, 1998. "Recovering Risk Aversion from Option Prices and Realized Returns," Finance 9803002, University Library of Munich, Germany.
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-FIN-2000-01-17 (Finance)
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