期权凸性预测连续股票回报策略

登录后收藏

学术论文

A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns

作者股票期权市场中的微笑熊与股票回报的横截面 [点击查看论文]

机构
  • Southwestern University of Finance and Economics
  • Southwestern University of Finance and Economics (SWUFE)
  • Korea University
  • Korea University Business School (KUBS)
  • Gachon University

本篇策略设有付费墙

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。