The Puzzle of Index Option Returns

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CONSTANTINIDES, George M., Jens Carsten JACKWERTH, Alexi Z. SAVOV, 2009. The Puzzle of Index Option Returns

@techreport{Constantinides2009Puzzl-12141, series={Working paper series / University of Chicago Booth School of Business}, title={The Puzzle of Index Option Returns}, year={2009}, author={Constantinides, George M. and Jackwerth, Jens Carsten and Savov, Alexi Z.} }


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