The Skew Risk Premium in the Equity Index Market
Work
Year: 2013
Type: article
Abstract: Journal Article The Skew Risk Premium in the Equity Index Market Get access Roman Kozhan, Roman Kozhan Search for other works by this author on: Oxford Academic Google Scholar Anthony Neuberger, Antho... more
Source: Review of Financial Studies
Institution University of Warwick
Cites: 34
Cited by: 222
Related to: 10
FWCI: 14.82
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Climate action
Open Access status: green