Florian Weigert (@florian_weigert) 's Twitter Profile
Florian Weigert

@florian_weigert

University of Neuchâtel | Full Professor of Financial Risk Management | 🇨🇭 🇩🇪

ID: 1312801619692728322

linkhttps://www.florian-weigert.com/ calendar_today04-10-2020 17:08:02

71 Tweet

403 Followers

328 Following

Florian Weigert (@florian_weigert) 's Twitter Profile Photo
Florian Weigert
@florian_weigert

a year ago

What factors drive the behavior of individual (delta-hedged) option returns in the cross-section and over time? Check out our new paper "A Bayesian SDF for Equity Options" (NIclas Käfer, Mathis Mörke Florian Weigert, and Tobias Wüst). SSRN download: papers.ssrn.com/sol3/papers.cf…

What factors drive the behavior of individual (delta-hedged) option returns in the cross-section and over time? Check out our new paper "A Bayesian SDF for Equity Options" (NIclas Käfer, <a href="/mathismoerke/">Mathis Mörke</a> <a href="/florian_weigert/">Florian Weigert</a>, and Tobias Wüst). SSRN download: papers.ssrn.com/sol3/papers.cf…