Title of article
Option-implied risk preferences: An extension to wider classes of utility functions
Author/Authors
Byung Jin Kang، نويسنده , , Tong Suk Kim، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
19
From page
180
To page
198
Keywords
Log pluspower utility function , FTSE 100 index option , Linear plus exponential utility function , Implied risk aversion , Risk neutral probability density function , HARA utility function
Journal title
Journal of Financial Markets
Serial Year
2006
Journal title
Journal of Financial Markets
Record number
189490
Link To Document