Financial portfolio selection using the multifactor capital asset pricing model and imported options data
Year of publication: |
2013
|
---|---|
Authors: | Dicle, Mehmet F. |
Published in: |
Stata Journal. - StataCorp LP. - Vol. 13.2013, 3, p. 603-617
|
Publisher: |
StataCorp LP |
Subject: | fetchcomponents | fetchportfolio | fetchyahoooptions | finance | financial data | multifactor capital asset pricing model | Beta | diversification | portfolio selection | Sharpe | Treynor | options | implied volatility |
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