Finding the Drivers of Delta-Hedged Equity and ETF Option Returns Using Instrumented Principal Component Analysis

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Keywords	delta-hedged option returns, IPCA, equity options, ETF options, regularization
Thesis Advisor	Grith, M.
Persistent URL	hdl.handle.net/2105/62842
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	Schaaf, G.J. van der (Gerben). (2022, August 5). Finding the Drivers of Delta-Hedged Equity and ETF Option Returns Using Instrumented Principal Component Analysis. Econometrie. Retrieved from http://hdl.handle.net/2105/62842

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