Implied Volatility and Future Portfolio Returns
Year of publication: |
[2009]
|
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Authors: | Doran, James |
Other Persons: | Banerjee, Prithviraj (contributor) ; Peterson, David R. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Banking and Finance, Vol. 31, October 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 4, 2006 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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