Using Instrumented Principal Component Analysis to Explain Delta-Hedged Options Returns

Additional Metadata
Keywords	IPCA; option returns; regularized and robust models
Thesis Advisor	Grith, M.
Persistent URL	hdl.handle.net/2105/52479
Series	Econometrie
Organisation	Erasmus School of Economics
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	Ligtenberg, R. (2020, July 23). Using Instrumented Principal Component Analysis to Explain Delta-Hedged Options Returns. Econometrie. Retrieved from http://hdl.handle.net/2105/52479

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