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Article
Title:
Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
Authors:
José Afonso Faias
(
U Católica Portuguesa
) (
U Católica Portuguesa
)
Pedro Santa Clara
(
U Nova
)
Journal:
Journal Of Financial And Quantitative Analysis
Year:
2017
Volume:
52
Number:
1
Pages:
277-303
JEL codes:
G11 - Portfolio Choice; Investment Decisions
G13 - Contingent Pricing; Futures Pricing
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