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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Capital-Asset-Pricing-Modell"
~subject:"GARCH-Prozess"
~subject:"Option pricing theory"
~subject:"Portfoliomanagement"
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
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Plyakha, Yuliya
;
Uppal, Raman
; …
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2010
Persistent link: https://www.econbiz.de/10003948899
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Systemic risk and international portfolio choice
Das, Sanjiv R.
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2002
Persistent link: https://www.econbiz.de/10013423895
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Implied volatility functions : empirical tests
Dumas, Bernard
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1996
Persistent link: https://www.econbiz.de/10013422413
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