Research on Application of Option Implied Information in Portfolio Optimization

YU Mei, YIN Fangsheng, HE Qinlian

China Journal of Econometrics ›› 2022, Vol. 2 ›› Issue (1) : 141-149.

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China Journal of Econometrics ›› 2022, Vol. 2 ›› Issue (1) : 141-149. DOI: 10.12012/CJoE2020-0029

Research on Application of Option Implied Information in Portfolio Optimization

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2022, 2(1): 141-149 https://doi.org/10.12012/CJoE2020-0029

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