Improving portfolio selection using option-implied volatility and skewness. Journal of financial and quantitative analysis.
Chicago Style (17th ed.) Citation"Improving Portfolio Selection Using Option-implied Volatility and Skewness." Journal of Financial and Quantitative Analysis .
MLA (9th ed.) Citation"Improving Portfolio Selection Using Option-implied Volatility and Skewness." Journal of Financial and Quantitative Analysis, .
Warning: These citations may not always be 100% accurate.