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"Mispricing: failure to capture the risk preferences dependent on market ..."

Hongwei Xing et al. (2023)

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DOI: 10.1007/S10479-021-04166-1

access: closed

type: Journal Article

metadata version: 2024-01-24

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  dblp key:
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  - https://dblp.org/rec/journals/anor/XingWCY23
Hongwei Xing, Hanying Wang, Feiyang Cheng, Shouyu Yao:
Mispricing: failure to capture the risk preferences dependent on market states. Ann. Oper. Res. 330(1): 1-26 (2023)

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