Explaining delta-hedged equity option returns using conditional latent factor models

Additional Metadata
Keywords	Delta hedged option Returns; Conditional latent factor models; Instrumented principal components analysis; Projected Prinsipal components analysis
Thesis Advisor	Grith, M
Persistent URL	hdl.handle.net/2105/62850
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	Boogaard, O.A.L.D. Uit den. (2022, July 21). Explaining delta-hedged equity option returns using conditional latent factor models. Econometrie. Retrieved from http://hdl.handle.net/2105/62850

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