Nonparametric risk management and implied risk aversionYacine Aı̈t-Sahalia, Andrew W. Lo2000-01-01articleJournal of Econometrics740 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 740 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1973Theory of Rational Option Pricing2012The Econometrics of Financial Markets1985The equity premium: A puzzle1978Asset Prices in an Exchange Economy1997The Econometrics of Financial Markets1972Essays in the Theory of Risk-Bearing.1979Martingales and arbitrage in multiperiod securities marketsCited by2002Empirical pricing kernels2004Option‐Implied Risk Aversion Estimates2012Information demand and stock market volatility2021The Time Variation in Risk Appetite and Uncertainty2010Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities2007Investor Sentiment and Option Prices2013The effect of the interbank network structure on contagion and common shocks2001Risk Management for Hedge Funds: Introduction and Overview