SMEAL WIKI

Option Coskewness and Capital Asset Pricing

Joel M. Vanden
Year2006
VenueReview of Financial Studies
Typearticle
Citations69
DOI10.1093/rfs/hhj030
OpenAlexW2019729349

Topics

Financial Markets and Investment StrategiesCapital asset pricing modelStochastic discount factorEconomicsValuation of optionsBenchmark (surveying)