@article{publication-3578,
	author={Ziegler, Alexandre},
	doi={10.1093/rfs/hhl023},
	issn={0893-9454},
	journal={Review of Financial Studies},
	number=2,
	pages={859-904},
	publisher={Oxford University Press},
	title={Why does implied risk aversion smile?},
	volume=20,
	year=2007,
}