Improving Portfolio Selection Using Option-Implied Volatility and Skewness
- 期刊名称SSRN Electronic Journal
- 作者DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory
- 电子ISSN1556-5068
- 文件大小512.26KB
- 发表时间2012
- DOI10.2139/ssrn.1474212
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