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A Portfolio Perspective on Option Pricing Anomalies · Study

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PreprintA Portfolio Perspective on Option Pricing Anomalies

Joost Driessen2003

OA

Preprintgreen2003

A Portfolio Perspective on Option Pricing Anomalies

Joost Driessen · Pascal J. Maenhout

37 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Decision-Making and Behavioral Economics Stochastic processes and financial applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 37 citations exist upstream.

References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1992Advances in prospect theory: Cumulative representation of uncertainty 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1997Empirical Performance of Alternative Option Pricing Models 1995Myopic Loss Aversion and the Equity Premium Puzzle 2001Prospect Theory and Asset Prices

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations37

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.424384

openalex_workW1514788722

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