Measuring equity risk with option-implied correlations
Year of publication: |
2012
|
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Authors: | Buss, Adrian ; Vilkov, Grigory |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 10, p. 3113-3140
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Subject: | Korrelation | Correlation | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Risiko | Risk | Schätzung | Estimation | Messung | Measurement | Kapitaleinkommen | Capital income |
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