---
title: Option Mispricing & Alpha Portfolios
url: https://www.ml-quant.com/papers/ssrn/4472551/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4472551
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4472551
featured: 2023-06-14
citations: unknown
topic: Derivatives & Volatility
---


# Option Mispricing & Alpha Portfolios

A study shows significant mispricing in the options market related to risk-neutral moments and liquidity.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4472551
- Identifier: SSRN 4472551
- Released: 2022-07-13
- First featured: Quant Letter No. 4 (2023-06-14): https://www.ml-quant.com/issues/2023-06-14/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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