Dark Matter in (Volatility and) Equity Option Risk Premiums.
Gurdip BakshiJohn CrosbyXiaohui GaoPublished in: Oper. Res. (2022)
Keyphrases
- stock market
- stock price
- option pricing
- black scholes
- financial crisis
- portfolio optimization
- risk management
- financial markets
- chinese stock market
- high risk
- financial time series
- decision making
- early warning
- minimum risk
- risk measures
- risk assessment
- stock trading
- garch model
- investment strategies
- risk analysis
- short term
- credit risk
- exchange rate
- stock index futures
- artificial intelligence
- risk averse
- stock exchange
- regression model
- e learning
- turning points
- database