Improving Portfolio Selection Using Option-Implied Volatility and Skewness
- 期刊名称Journal of Financial and Quantitative Analysis
- 作者DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory
- 卷第48卷
- 期第6期
- 印刷ISSN0022-1090
- 电子ISSN1756-6916
- 文件大小187.31KB
- 发表时间2013-12
- DOI10.1017/s0022109013000616
- 页码1813-1845
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