Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
Gurdip Bakshi; George Panayotov; Georgios Skoulakis
| Year of publication: |
2011
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|---|---|
| Authors: | Bakshi, Gurdip S. ; Panayotov, George ; Skoulakis, Georgios |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 100.2011, 3, p. 475-495
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| Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Wirkungsanalyse | Impact assessment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009242197