Beyond the Short Run: The Term Structure of Implied Moment Risk Premia

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Meng Zhang, José Olmo

DOI: 10.2139/ssrn.6173721

Cited by: 0

References: 34

Fields of Study & Subjects

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

References 34