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Dispersion trading : empirical evidence from US options markets
Marshall, Cara M.
- In:
Global finance journal
20
(
2009
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3
,
pp. 289-301
Persistent link: https://www.econbiz.de/10003921991
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Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263
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