Does information content of option prices add value for asset allocation?

Vladimir Zdorovenin; Jacques Pézier

Year of publication:	2011
Authors:	Zdorovenin, Vladimir ; Pézier, Jacques
Publisher:	Reading : Henley, Univ. of Reading, ICMA Centre
Subject:	Finanzmarkt \| Financial market \| Optionspreistheorie \| Option pricing theory \| Informationswert \| Information value \| Kapitalanlage \| Financial investment \| Portfolio-Management \| Portfolio selection

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