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George Skiadopoulos
Information about the author George Skiadopoulos will soon be added to the site.
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2 papers
in total
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Market Timing with Option‐Implied Distributions: A Forward‐Looking Approach
2011
We address the empirical implementation of the static asset allocation problem by...
Are VIX futures prices predictable? An empirical investigation
2011
This paper investigates whether volatility futures prices per se can be forecasted by...
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