The role of option-implied information in improving a portfolio selection
Estimation of parameters such as mean and volatility from historical prices are used as inputs to a portfolio model. Researchers found that estimation parameters based on option prices have made a significant improvement in the performance of a portfolio. To date, the usefulness of an option-implied...
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| Main Authors: | , , |
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| Format: | Monograph |
| Language: | English |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/79756/1/Full%20report%20FRGS%20MIMI%20HAFIZAH%20ABDULLAH.pdf http://irep.iium.edu.my/79756/ |
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