Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "14030"
  #_source: array:26 [
    "id" => "14030"
    "slug" => "factor-dynamics-risk-premia-and-higher-moments-in-multi-factor-option-pricing-models"
    "yearMonth" => "2022-12"
    "year" => "2022"
    "title" => "Factor Dynamics, Risk Premia, and Higher Moments in Multi-Factor Option Pricing Models"
    "description" => "DUFAYS, A., JACOBS, D. et ROMBOUTS, J. (2022). Factor Dynamics, Risk Premia, and Higher Moments in Multi-Factor Option Pricing Models. Dans: 2022  International Conference on Computational and Financial Econometrics. London."
    "authors" => array:3 [
      0 => array:3 [
        "name" => "ROMBOUTS Jeroen"
        "bid" => "B00469813"
        "slug" => "rombouts-jeroen"
      ]
      1 => array:1 [
        "name" => "DUFAYS Arnaud"
      ]
      2 => array:1 [
        "name" => "JACOBS D"
      ]
    ]
    "ouvrage" => "2022  International Conference on Computational and Financial Econometrics"
    "keywords" => []
    "updatedAt" => "2023-11-29 16:37:22"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => ""
      "volume" => ""
      "number" => ""
    ]
    "type" => array:2 [
      "fr" => "Communications dans une conférence"
      "en" => "Presentations at an Academic or Professional conference"
    ]
    "support_type" => array:2 [
      "fr" => null
      "en" => null
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => ""
      "en" => ""
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-11-23T07:21:43.000Z"
    "docTitle" => "Factor Dynamics, Risk Premia, and Higher Moments in Multi-Factor Option Pricing Models"
    "docSurtitle" => "Presentations at an Academic or Professional conference"
    "authorNames" => "<a href="/cv/rombouts-jeroen">ROMBOUTS Jeroen</a>, DUFAYS Arnaud, JACOBS D"
    "docDescription" => "<span class="document-property-authors">ROMBOUTS Jeroen, DUFAYS Arnaud, JACOBS D</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2022</span>"
    "keywordList" => ""
    "docPreview" => "<b>Factor Dynamics, Risk Premia, and Higher Moments in Multi-Factor Option Pricing Models</b><br><span>2022-12 | Presentations at an Academic or Professional conference </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Factor Dynamics, Risk Premia, and Higher Moments in Multi-Factor Option Pricing Models</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.342023
  +"parent": null
}