Market timing with option-implied distributions : a forward-looking approach
Alexandros Kostakis; Nikolaos Panigirtzoglou; George Skiadopoulos
| Year of publication: |
2011
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|---|---|
| Authors: | Kostakis, Alexandros ; Panigirtzoglou, Nikolaos ; Skiadopoulos, George |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 7, p. 1231-1249
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| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Intertemporale Entscheidung | Intertemporal choice | Finanzmarkt | Financial market | 2007-2009 |
| 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/10009267624