Reference : Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Takin...
Scientific journals : Article
Business & economic sciences : Finance
Finance
http://hdl.handle.net/10993/48762
Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Taking of Hedge Funds
English
Lehnert, Thorsten mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF) >]
2022
Journal of Derivatives
Portfolio Management Research
Yes (verified by ORBilu)
International
1074-1240
2168-8524
New-York
NY
http://hdl.handle.net/10993/48762

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