Pages that link to "Item:Q5438488"
From MaRDI portal
The following pages link to An Empirical Portfolio Perspective on Option Pricing Anomalies* (Q5438488):
Displayed 10 items.
- On volatility smile and an investment strategy with out-of-the-money calls (Q253093) (← links)
- Equilibrium open interest (Q608910) (← links)
- Risk-adjusted option-implied moments (Q1621614) (← links)
- On the optimality of path-dependent structured funds: the cost of standardization (Q1735195) (← links)
- Markowitz with regret (Q2002638) (← links)
- Diversification with options and structured products (Q2036857) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
- Risk premiums in a simple market model for implied volatility (Q5397415) (← links)
- Systemic risk of optioned portfolio: controllability and optimization (Q6094474) (← links)