FearBased Pricing
The article introduces a new fear-based model for returns, arguing that it could have predicted most anomalies and factors in the past 50 years.
Featured in No. 85 on 19 Feb 2025 · 12 days after release
- Released
- 7 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 244
- Identifier
- SSRN 5127501
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).