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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
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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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