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A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion.
Renato Faccini
Eirini Konstantinidi
George Skiadopoulos
Sylvia Sarantopoulou-Chiourea
Published in:
Manag. Sci. (2019)
Keyphrases
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risk aversion
utility function
risk averse
risk neutral
expected utility
computational complexity
probabilistic inference