Improving Portfolio Selection Using Option-Implied Volatility and Skewness

By Victor DeMiguel, Yuliya Plyakha, Raman Uppal, Grigory Vilkov. 2013

221 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/f476dd5119f3ac8724d24db68b2225ffbc92cdc0