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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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Risk premia and preemption in R&D ventures
Garlappi, Lorenzo - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 4, pp. 843-872
Persistent link: https://www.econbiz.de/10002494999
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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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Investment shocks and asset prices : an investment-based approach
Garlappi, Lorenzo; Song, Zhongzhi - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2665-2699
Persistent link: https://www.econbiz.de/10012384770
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Risk Premia and Preemption in R&D Ventures
Garlappi, Lorenzo - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 4, pp. 843-872
Persistent link: https://www.econbiz.de/10007784277
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Leverage Constraints and the Optimal Hedging of Stock and Bond Options
Naik, Vasanttilak; Uppal, Raman - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 2, pp. 199-222
Persistent link: https://www.econbiz.de/10006710003
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Optimal Replication of Options with Transactions Costs and Trading Restrictions
Edirisinghe, Chanaka; Naik, Vasanttilak; Uppal, Raman - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 117-138
Persistent link: https://www.econbiz.de/10006711815