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Improving portfolio selection using option-implied volatility and skewness, Working Paper (2009)

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by Victor Demiguel , Yuliya Plyakha , Grigory Vilkov , Jel G , Nicolae Gârleanu , Rene Garcia , Amit Goyal , Jakub Jurek , Nikunj Kapadia , Ralph Koijen , Bernd Scherer , George Skiadopoulos , Josef Zechner
Citations:10 - 4 self