Implied volatility and future portfolio returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Banerjee, Prithviraj S. ; Doran, James S. ; Peterson, David R. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 10, p. 3183-3199
|
| Publisher: |
Elsevier |