Can option-implied covariance predict return?

Yau Man Ze-To

    Research output: Contribution to conference › Conference paper

    Original languageEnglish
    Publication statusPublished - Jun 2015
    Event7th International Finance and Banking Society 2015 China Conference - Hangzhou, China
    Duration: 27 Jun 2015 → 29 Jun 2015

    Conference

    Conference7th International Finance and Banking Society 2015 China Conference
    Period27/06/15 → 29/06/15

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