Minimum-variance portfolios based on covariance matrices using implied volatilities : evidence from the German market
Mehdi Mostowfi and Carolin Stier
| Year of publication: |
2013
|
|---|---|
| Authors: | Mostowfi, Mehdi ; Stier, Carolin |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 39.2013, 3, p. 84-92
|
| Subject: | Volatilität | Volatility | Deutschland | Germany | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Aktienmarkt | Stock market | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009750756