Global Volatility Risk Premium and Cross-Sectional Return Predictability

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Journal Title
Journal ISSN
Volume Title
School of Business | Master's thesis
Date
2018
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
66
Series
Description
Thesis advisor
Jylhä, Petri
Keywords
options, volatility risk premium, short volatility, prospect theory
Other note
Citation