期权中的ESG溢价

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学术论文

Jie Cao, Amit Goyal, Xintong Zhah and Weiming Elaine Zhang

作者Jie Cao; Amit Goyal; Xintong Zhan; Weiming Elaine Zhang

机构
  • Hong Kong Polytechnic University
  • The Hong Kong Polytechnic University - School of Accounting and Finance
  • Swiss Finance Institute
  • University of Lausanne
  • Fudan University
  • Department of Finance, School of Management, Fudan University
  • Chinese University of Hong Kong
  • The Chinese University of Hong Kong (CUHK)

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付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。

投资标的:SPY、BIL。再平衡:每月。Universe: SPY, BIL. Parameters: rebalance=monthly.