Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Decision under uncertainty"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Essays on optimal and benchmar...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Decision under uncertainty
Portfolio selection
4
Portfolio-Management
4
Volatility
3
Volatilität
3
1996-2010
2
Entscheidung unter Unsicherheit
2
Option pricing theory
2
Optionspreistheorie
2
Risikoprämie
2
Risk premium
2
Theorie
2
Theory
2
USA
2
United States
2
CAPM
1
mean-variance
1
option-implied skewness
1
option-implied volatility
1
portfolio optimization
1
variance risk premium
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
DeMiguel, Victor
2
Plyakha, Yuliya
2
Uppal, Raman
2
Vilkov, Grigory
2
Published in...
All
Discussion paper / Centre for Economic Policy Research
1
Journal of financial and quantitative analysis : JFQA
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
