TY - GEN
AU - Shafaati, Mobina
AU - Chance, Don M.
AU - Brooks, Robert
TI - The Cross-Section of Option Returns Deriving Inferences in Sparse Models
PB - SSRN
KW - Cross-section of delta-hedged option returns
KW - sparse models
KW - model selection uncertainty
KW - Bootstrap
KW - post-selection estimation
PY - [2023]
N2 - In: 23-306
CY - [S.l.]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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