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Essays on asset pricing, investor preferences, and derivative markets
Joren Koëter
Center Ph. D. Students
Research output
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Thesis
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Doctoral Thesis
218
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Keyphrases
Asset Pricing
100%
Investment Decisions
100%
Asset Pricing Model
100%
Derivative Markets
100%
Preference Markets
100%
Long-term Preference
50%
Risk Premia
25%
Probability Weighting
25%
Asset Pricing Puzzles
25%
S&P 500
25%
Skewness
25%
Option Price
25%
Direct Exposure
25%
Cross-section of Stocks
25%
Behavioral Asset Pricing
25%
Short-term Preference
25%
Stock Market Variance
25%
Economics, Econometrics and Finance
Investors
100%
Financial Economics
100%
Asset Pricing
100%
Derivatives Market
100%
Equity Premium Puzzle
25%
Skewness
25%