【作者(必填)】Mehdi Mostowfi and Carolin Stier

【文题(必填)】Minimum-Variance Portfolios Based on Covariance Matrices Using Implied Volatilities: Evidence from the German Market

【年份(必填)】2013

【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/ab ... thash.ZLNdkaXX.dpbs