What causes the non-zero excess return of delta-hedged index options?

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Keywords	delta-hedged index options, predictability, macroeconomic variables, frim-level variables
Thesis Advisor	Cosemans, Mathijs, van Daalen, Roger
Persistent URL	hdl.handle.net/2105/48577
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Kang, Hao. (2019, July 18). What causes the non-zero excess return of delta-hedged index options?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/48577

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