Improving Portfolio Selection Using Option-Implied Volatility and Skewness

Journal of Financial and Quantitative Analysis, Volume 48, N°6, 2014, pp1-33.

Author(s):

Journal of Financial and Quantitative Analysis, Volume 48, N°6, 2014, pp1-33.

Type: Academic publication
Date: le 01/01/2014
Source : Journal of Financial and Quantitative Analysis

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