Do risk-neutral moments incorporate forward-looking information?

Do risk-neutral moments incorporate forward-looking information?

“Stocks are bought on expectations, not facts.” -Gerald M. Loeb The stock market is constantly experiencing fluctuation, with prices moving every second. To the general public, these stock prices are reflections of the company’s intrinsic values and its fundamentals. However, we believe that thes...

书目详细资料
Main Authors:	Chan, Weng San, Loo, Samantha Kate Su Lyn, Lee, Jamie Yee Jia
其他作者:	Low Chan Kee
格式:	Final Year Project (FYP)
语言:	English
出版:	2014
主题:	DRNTU::Social sciences::Statistics DRNTU::Business::Finance::Options
在线阅读:	http://hdl.handle.net/10356/59308

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