Extracting Forward Equity Return Expectations Using Derivatives

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Authors: Steven P. Clark, Yueliang Lu, Weidong Tian
Cited by: 0
References: 49

Fields of Study & Subjects

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint