国际清算银行-累积风险溢价(英)-2023.10-73页
BISWorkingPapersNo1128ThecumulantriskpremiumbyAlbert(Pete)S.Kyle,KaramfilTodorovMonetaryandEconomicDepartmentOctober2023JELclassification:G1,G12,G13,G23Keywords:Cumulants,leverage,ETF,factormodels,VIX,momentum,optionsBISWorkingPapersarewrittenbymembersoftheMonetaryandEconomicDepartmentoftheBankforIn...
2024-05-04
2.01MB 73 页 999+