Identifying Factors of Delta-Hedged Equity Option Returns Using Adaptive Group LASSO

Additional Metadata
Keywords	Cross section of option returns; Nonparametric estimation; Adaptive group lasso
Thesis Advisor	Naghi, AA
Persistent URL	hdl.handle.net/2105/67226
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	ozdemir, S. (2023, May 11). Identifying Factors of Delta-Hedged Equity Option Returns Using Adaptive Group LASSO. Econometrie. Retrieved from http://hdl.handle.net/2105/67226

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