Option-implied distribution in a portfolio selection model : an empirical study /
Estimation of parameters such as mean and volatility from historical prices are used as inputs to a portfolio model. Recently, researchers found that the estimation parameters based on option prices have made a significant improvement in the performance of a portfolio. To date, the usefulness of an...
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| 格式: | Thesis |
| 语言: | English |
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| 在线阅读: | https://lib.iium.edu.my/mom/services/mom/document/getFile/MCsbB8kz20SKJCxoIqrwv7reHImw0P3D20200805085439092 |
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