Global Volatility Risk Premium and Cross-Sectional Return Predictability
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URL
Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Authors
Date
2018
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
66
Series
Description
Thesis advisor
Jylhä, PetriKeywords
options, volatility risk premium, short volatility, prospect theory