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Market Timing with Option-Implied Distributions: A Forward-Looking Approach - MaRDI portal

Market Timing with Option-Implied Distributions: A Forward-Looking Approach (Q3107184)

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Market Timing with Option-Implied Distributions: A Forward-Looking Approach
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    Market Timing with Option-Implied Distributions: A Forward-Looking Approach (English)
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    21 December 2011
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    asset allocation
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    option-implied distributions
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    market timing
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    performance evaluation portfolio choice risk aversion
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