The Puzzle of Index Option Returns

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CONSTANTINIDES, George M., Jens Carsten JACKWERTH, Alexi SAVOV, 2012. The Puzzle of Index Option Returns

@techreport{Constantinides2012Puzzl-29678, series={Working Paper Series / Department of Economics}, title={The Puzzle of Index Option Returns}, year={2012}, number={2012‐35}, author={Constantinides, George M. and Jackwerth, Jens Carsten and Savov, Alexi} }

 

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