Improving Portfolio Selection Using Option-Implied Volatility and Skewness
| Year of publication: |
2013
|
|---|---|
| Authors: | DeMiguel, Victor ; Plyakha, Yuliya ; Uppal, Raman ; Vilkov, Grigory |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 48.2013, 06, p. 1813-1845
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |