Author

Name:
José Afonso Faias
e-mail:
jfaias@ucp.pt
REBIDES institution:
Universidade Católica Portuguesa - Faculdade de Ciências Económicas e Empresariais (2015)
Article 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012). Institution: U Católica Portuguesa.

Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing 21.34
José Afonso Faias, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 52, 2017, p. 277-303.

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