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옵션 내재 주식 위험 프리미엄 – KOSPI200 옵션 사례
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이재현
;
강병진
Article
Issue Date
2023
Citation
경영컨설팅연구, v.23, no.1, pp.13 - 27
Publisher
한국경영컨설팅학회
1
Discover
Author
Kang, Byung Jin
1
Subject
Equity risk premium
1
KOSPI200 index option
1
KOSPI200 지수옵션
1
Out-of-sample predictability
1
Risk neutral variance
1
외표본 예측력
1
위험중립분산
1
주식 위험 프리미엄
1
Language
Korean
1
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