Predicting Extreme Returns and Portfolio Management Implications
Year of publication: |
2012-05-14
|
---|---|
Authors: | Krieger, Kevin ; Fodor, Andy ; Mauck, Nathan ; Stevenson, Greg |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Implied volatility | portfolio management |
-
Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R., (2017)
-
Using GPT-4 for financial advice
Fieberg, Christian, (2023)
-
Using GPT-4 for Financial Advice
Fieberg, Christian, (2023)
- More ...
-
Predicting extreme returns and portfolio management implications
Fodor, Andy, (2013)
-
Predicting Extreme Returns and Portfolio Management Implications
Krieger, Kevin, (2012)
-
PREDICTING EXTREME RETURNS AND PORTFOLIO MANAGEMENT IMPLICATIONS
Fodor, Andy, (2013)
- More ...