Efficient Portfolios 63 Trading / Chicago Board Options Exchange / DeltaNeutral / Center for Research in Security Prices / Scienpress Ltd / New York Stock Exchange / /
Currency
pence / /
Event
Dividend Issuance / /
IndustryTerm
real estate / finance / predictive tool / /
MarketIndex
S&P 500 / S&P 100 / VIX / NASDAQ 100 / /
Organization
United States Military Academy / /
Person
Robert Whaley / Isaac J. Faber / Fengler / /
PoliticalEvent
presidential elections / /
Position
author / fairly straight forward / SPY / representative / example SPY / ticker symbol SPY / /
Journal of Finance and Investment Analysis, vol. 2, no.4, 2013, 57-82 ISSN: print version), online) Scienpress Ltd, 2013 Comparing Historical and Implied Volatility Estimates in Efficient Portfolios