Explaining S&P500 option returns: an implied risk-adjusted approach.
David S. VolkmannPublished in: Central Eur. J. Oper. Res. (2021)
Keyphrases
- black scholes
- option pricing
- risk management
- minimum risk
- risk measures
- stock market
- high risk
- early warning
- computer vision
- decision making
- risk assessment
- generating explanations
- databases
- portfolio management
- portfolio optimization
- financial time series
- risk factors
- stock price
- case study
- decision trees
- information systems
- learning algorithm
- machine learning