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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Mitchell, Olivia S."
~person:"Uppal, Raman"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
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Journal of financial and quantitative analysis : JFQA
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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
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