Market timing with option-implied distributions : a forward-looking approach
Year of publication: |
2011
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Authors: | Kostakis, Alexandros ; Panigirtzoglou, Nikolaos ; Skiadopoulos, George |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 7, p. 1231-1249
|
Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Intertemporale Entscheidung | Intertemporal choice | Finanzmarkt | Financial market | 2007-2009 |
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