Optimism and the variance risk premium

Mehran Azimi; Soroush Ghazi; Mark Schneider; Jack Strauss

doi:10.1016/j.frl.2026.109850

Optimism and the variance risk premium

Mehran Azimi
, Soroush Ghazi
, Mark Schneider
, Jack Strauss

Accounting & Finance

University of Alabama
University of Denver

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	109850
Journal	Finance Research Letters
Volume	98
DOIs	https://doi.org/10.1016/j.frl.2026.109850
State	Published - Jun 1 2026

ASJC Scopus Subject Areas

Finance

Keywords

D8
D81
Equity premium
G40
G41
Probability weighting
Variance risk premium

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10.1016/j.frl.2026.109850

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title = "Optimism and the variance risk premium",

keywords = "D8, D81, Equity premium, G40, G41, Probability weighting, Variance risk premium",

author = "Mehran Azimi and Soroush Ghazi and Mark Schneider and Jack Strauss",

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journal = "Finance Research Letters",

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T1 - Optimism and the variance risk premium

AU - Azimi, Mehran

AU - Ghazi, Soroush

AU - Schneider, Mark

AU - Strauss, Jack

PY - 2026/6/1

Y1 - 2026/6/1

KW - D8

KW - D81

KW - Equity premium

KW - G40

KW - G41

KW - Probability weighting

KW - Variance risk premium

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DO - 10.1016/j.frl.2026.109850

M3 - Article

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SN - 1544-6123

VL - 98

JO - Finance Research Letters

JF - Finance Research Letters

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ER -

Optimism and the variance risk premium

ASJC Scopus Subject Areas

Keywords

Access to Document

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