arbiter
JournalsPricingAccount

Option-implied preferences adjustments, density forecasts, and the equity risk premium

Francisco Alonso et al.

Spanish Economic Review2008https://doi.org/10.1007/s10108-008-9049-3article
ABDC B
Weight
0.40

What the paper says

No abstract available.

7 citations

Open paper page →

Cite this paper

https://doi.org/https://doi.org/10.1007/s10108-008-9049-3

Or copy a formatted citation

@article{francisco2008,
  title        = {{Option-implied preferences adjustments, density forecasts, and the equity risk premium}},
  author       = {Francisco Alonso et al.},
  journal      = {Spanish Economic Review},
  year         = {2008},
  doi          = {https://doi.org/https://doi.org/10.1007/s10108-008-9049-3},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

Option-implied preferences adjustments, density forecasts, and the equity risk premium

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.40

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.14 × 0.4 = 0.06
M · momentum0.80 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.