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Option Investor Rationality Revisited: The Role of Exercise Boundary Violations

Option Investor Rationality Revisited: The Role of Exercise Boundary Violations

Financial Analysts Journal · CFA Institute

January 16, 20206m 19s

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Show Notes

A summary of "Option Investor Rationality Revisited: The Role of Exercise Boundary Violations," by Robert Battalio, Stephen Figlewski, and Robert Neal, published in the First Quarter 2020 issue of the Financial Analysts Journal.