Publications
Preprint · SSRN Electronic Journal · January 1, 2021
Tail Risk, Almost Stochastic Dominance and Index Option Anomalies
Michal Czerwonko, Russell Davidson, Stylianos Perrakis
Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesFinancial Risk and Volatility Modelingtail riskalmost stochastic dominanceindex options
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