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Options Trading and the CAPM
Joel M. Vanden
Finance
Research output
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Contribution to journal
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Article
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peer-review
21
Scopus citations
Overview
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Business & Economics
Option Trading
100%
Capital Asset Pricing Model
76%
Market Portfolio
66%
Excess Returns
59%
Pricing Kernel
25%
Index Options
22%
Assets
21%
Asset Pricing
19%
Asset Returns
19%
Wealth
13%
Empirical Results
12%