Variance Risk Premium and Individual Stock Returns on European Market

Additional Metadata
Keywords	Variance risk premium, Option implied volatility, Realised volatility, Risk aversion, Stock return predictability
Thesis Advisor	Koeter, Joren, Alexandrou, George
Persistent URL	hdl.handle.net/2105/69237
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	Poruchikova, Katerina. (2023, July 25). Variance Risk Premium and Individual Stock Returns on European Market. Finance & Investments. Retrieved from http://hdl.handle.net/2105/69237

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