Pages that link to "Item:Q4554725"
From MaRDI portal
The following pages link to Portfolio Optimization Using Forward-Looking Information* (Q4554725):
Displaying 9 items.
- Risk-adjusted option-implied moments (Q1621614) (← links)
- Option-implied skewness: insights from ITM-options (Q2246790) (← links)
- Fourier inversion formulas for multiple-asset option pricing (Q2687888) (← links)
- Market Timing with Option-Implied Distributions: A Forward-Looking Approach (Q3107184) (← links)
- Anticipative portfolio optimization (Q4332212) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor (Q5250044) (← links)
- Factor-based portfolio optimization (Q6093697) (← links)
- Optimal currency portfolio with implied return distribution in the mean-variance approach (Q6563715) (← links)