Optimal Portfolio Allocation with Option-Implied Moments: A Forward-Looking Approach

Optimal Portfolio Allocation with Option-Implied Moments: A Forward-Looking Approach
제목
Optimal Portfolio Allocation with Option-Implied Moments: A Forward-Looking Approach
제목 (타언어)
Optimal Portfolio Allocation with Option-Implied Moments: A Forward-Looking Approach
저자
SOHN, BUMJEAN
발행일
2014-10-17
학회명
Financial Management Association 2014 Annual Meetings
개최지
Nashville, TN, U.S.A.
개최국가
미국
학회 개최일
2014-10-15 ~ 2014-10-18