Pricing example and sample data for "Cross-Sectional Variation of Risk-targeting Option Portfolios"
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下载链接：
https://doi.org/10.7910/DVN/G2YIUR
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资源简介：
The excel file contains one day's data on one stock and shows how to construct risk-targeting option portfolios and estimate the market price of risk for each risk dimension. The Internet Appendix describes the operations in the excel file.
创建时间：
2025-11-10
