The Journal of Investment Management • customerservice@joim.com • (925) 299-7800 • 3658 Mt. Diablo Blvd., Suite 200,
Lafayette, CA 94549 • Bridging the theory & practice of investment management
The Options-Inferred Equity Premium and the Slippery Slope of the Negative Correlation Condition
Gurdip Bakshi, John Crosby, Xiaohui Gao, Jinming Xue and Wei Zhou
