Photo of Oliver Spalt
  • Prof. de Moorplein 521, Intermezzo, room I 604

    5037 DR Tilburg

    Netherlands

20102018
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Research Output 2010 2018

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Working paper
2017

Cumulative Prospect Theory, Option Returns, and the Variance Premium

Baele, L., Driessen, J., Ebert, S., Londono Yarce, J. M. & Spalt, O., May 2017, SSRN, 74 p.

Research output: Working paperOther research output

Open Access
Cumulative prospect theory
Premium
Probability weighting
Index options
Equity returns