Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
The Equity Derivative Payoff Bias
Julian Terstegge1, Guido Baltussen2, Paul Whelan3
1Copenhagen Business School; 2Erasmus University Rotterdam; 3Chinese University of Hong Kong
Discussant: Mathis Moerke (University of St.Gallen)
The Cumulant Risk Premium
Karamfil Todorov1, Albert Kyle2
1BIS (Bank for International Settlements); 2University of Maryland, Robert H. Smith School of Business
Discussant: Ole Wilms (Universität Hamburg)
