Michael Johannes Guther

Columbia University - Columbia Business School

3022 Broadway

New York, NY 10027

United States

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Citation 93

Understanding Index Option Returns

Review of Financial Studies, Vol. 22, No. 11, pp. 4493-4529, 2009
Number of pages: 48 Posted: 22 Oct 2011
Mark Broadie, Mikhail Chernov and Michael Johannes Guther
Columbia University - Columbia Business School - Decision Risk and Operations, UCLA Anderson and Columbia University - Columbia Business School
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Abstract:

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