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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"DeMiguel, Victor"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"USA"
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DeMiguel, Victor
Bali, Turan G.
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Journal of financial and quantitative analysis : JFQA
Discussion paper / Centre for Economic Policy Research
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The review of financial studies
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Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
2
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
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