Gustav Mahlerplein 3
Amsterdam, 1082 MS
Netherlands
APG Asset Management
Sentiment, implied volatility skew, equity-risk premium, reversals, predictability, momentum crashes
Short sale ban; jump risk; risk-neutral density; implied volatility skew; contagion risk
Cumulative prospect theory; investor sentiment; risk-neutral densities; call options
Anchoring; Rational Bias; Economic Surprises; Predictability; Stocks, Bonds; Currencies; Commodities; Machine learning
Strategic bias, skewness, economic surprises, predictability, forecast error.