Equity Portfolio Management Using Option Price Information

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英文文献：Equity Portfolio Management Using Option Price Information
英文文献作者：Peter Christoffersen,Xuhui (Nick) Pan
英文文献摘要：
We survey the recent academic literature that uses option-implied information to construct equity portfolios. Studies show that equity managers can earn a positive alpha by using information in individual equity options, by using stocks' exposure to information in market index options, and by using stocks' exposure to crude oil option information. Option-implied information can also help construct better mean-variance portfolios and better estimates of market beta.

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