Jun He
Post
Research
Note
Data
Bergen
🌞
Joel M. Vanden
← Papers reviewed on this blog
[2006 RFS]
期权不该是配角:当衍生品第一次挤进「定价核」
Option Coskewness and Capital Asset Pricing
Jun 2026
[2004 RFS]
还不起债的世界里,期权成了 CAPM 漏掉的第二只手
Options Trading and the CAPM
Jun 2026