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In this research we describe how forward-looking information on the statistical properties of an asset can be extracted directly from options market data and demonstrate how this can be practically applied to portfolio management. Although the extraction of a forward-looking risk-neutral distribution is well-established in the literature, the issue of estimating distributions in an illiquid market is not. We use the deterministic SVI volatility model to estimate weekly risk-neutral distributiondoi:10.4314/saaj.v17i1.1 fatcat:szwcw7ahcbhlfgfrirni2gymni