英寸 发表于 2025-3-28 17:04:55

https://doi.org/10.1057/9780230251199ies like options into an incomplete stock market will create more opportunities for spreading risks among market participants, and therefore may lead to an improved risk allocation.. On the other hand, the option market increases the informational efficiency of the capital market, if option trading

和平主义者 发表于 2025-3-28 20:51:57

,‘Livings’: Aesthetic Intimations,cts, the DAX., is based on the prices of 30 German Blue Chips. The standardised delivery months are March, June, September, December. The German Options and Futures Exchange simultaneously lists three subsequent delivery dates. The final cash settlement takes place on the third Friday of the deliver

Medley 发表于 2025-3-28 23:03:37

‘I Remember, I Remember’, 1955–85. This might explain some of the pricing biases of the Black/Scholes model, which is] based on a normal return distribution. Given this result, alternative option pricing models should be based on one of the following three classes of return models: (1) a stationary process, such as a paretian stabl

干旱 发表于 2025-3-29 05:29:11

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记忆法 发表于 2025-3-29 08:23:27

Philanthropy and Settler Colonialismobably still constitutes the most important theoretical approach to the (capital market) valuation of risky securities. The high degree of acceptance that was initially enjoyed by the CAPM in the literature of financial economics has suffered considerable erosion with the effluxion of time.

apropos 发表于 2025-3-29 15:16:58

Jacqueline Vaughn,Hanna J. Cortner base and the fact that empirical results in German journals cannot be easily accessed by the English speaking majority. However, data bases on stocks, bonds, warrants and all derivative products of the German options and futures exchange are now available to researchers.

Affluence 发表于 2025-3-29 16:57:13

https://doi.org/10.1007/978-3-030-38017-5ager has generated superior returns it is necessary to adjust his portfolio performance for risk by comparing that performance with the returns of a passive portfolio in the same risk class. In the earlier studies of (.), (., .) and (.) the Capital Asset Pricing Model (CAPM) provided the expected risk-return relationship.

认为 发表于 2025-3-29 21:23:01

,‘Livings’: Aesthetic Intimations,cts, the DAX., is based on the prices of 30 German Blue Chips. The standardised delivery months are March, June, September, December. The German Options and Futures Exchange simultaneously lists three subsequent delivery dates. The final cash settlement takes place on the third Friday of the delivery month.

六个才偏离 发表于 2025-3-30 00:19:43

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VEN 发表于 2025-3-30 04:29:37

The German Equity Market: Risk, Return, and Liquidity base and the fact that empirical results in German journals cannot be easily accessed by the English speaking majority. However, data bases on stocks, bonds, warrants and all derivative products of the German options and futures exchange are now available to researchers.
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查看完整版本: Titlebook: Empirical Research on the German Capital Market; Wolfgang Bühler (Lehrstuhl für Finanzierung),Herbe Conference proceedings 1999 Springer-V