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Optimized portfolio using a forward-looking expected tail loss
Sanford, Anthony
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013341847
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Information content of option prices : comparing analyst forecasts to option-based forecasts
Sanford, Anthony
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014581049
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