Improving Portfolio Selection Using Option-Implied Volatility and Skewness
Year of publication: |
2012
|
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Authors: | DeMiguel, Victor |
Other Persons: | Plyakha, Yuliya (contributor) ; Uppal, Raman (contributor) ; Vilkov, Grigory (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 17, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1474212 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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