The role of option-implied information in improving a portfolio selection

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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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Bibliographic Details
Main Authors:	Abdullah, Mimi Hafizah, Bahaludin, Hafizah, Tolos, Siti Marponga
Format:	Monograph
Language:	English
Published:	2020
Subjects:	QA276 Mathematical Statistics
Online Access:	http://irep.iium.edu.my/79756/ http://irep.iium.edu.my/79756/1/Full%20report%20FRGS%20MIMI%20HAFIZAH%20ABDULLAH.pdf

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