Variation in Option-implied skewness and stock  returns

Additional Metadata
Keywords	Option Implied Skewness; Model-free estimation; Factor risk premium; stochastic discount factor; Arbitrage Risk; Mean-Reversion
Thesis Advisor	Quaini, A
Persistent URL	hdl.handle.net/2105/72922
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	Rusch, M.H. (2024, June 25). Variation in Option-implied skewness and stock returns. Econometrie. Retrieved from http://hdl.handle.net/2105/72922

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