1.题目:An Empirical Portfolio Perspective on Option Pricing Anomalies
作者:Joost Driessen and Pascal Maenhout
期刊:Review of Finance Advance Access published online on August 27, 2007
链接:
http://rof.oxfordjournals.org/cgi/content/abstract/rfm024v1
2.题目:Mispricing of S&P 500 Index Options
作者:George M. Constantinides Jens Carsten Jackwerth Stylianos Perrakis
期刊:Review of Financial Studies 2009 22(3):
链接:
http://rfs.oxfordjournals.org/cgi/content/abstract/22/3/1247
谢谢!