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Keywords: Risk aversion
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2008) 16 (2): 1–35.
Published: 30 November 2008
...Byung Jin Kang; Tong Suk Kim; Sun Joong Yoon In this paper, we investigated the risk averse ness of KOSPI 200 option investors with very flexible risk preference structure. Contrary to the most of previous research either assuming a time-invariant underlying asset return distribution or assuming...

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