Improving portfolio selection using option-implied volatility and skewness

Journal

Journal of Financial and Quantitative Analysis

Subject

Management Science and Operations

Publishing details

Journal of Financial and Quantitative Analysis 2013 Vol 48:6 p 1813-1845

Authors / Editors

De Miguel V; Plyakha Y; Uppal R; Vilkov G

Biographies

DeMiguel V

Publication Year

2013