OPTION PORTFOLIO STRATEGIES - MEASUREMENT AND EVALUATION

被引：23

作者：

BOOKSTABER, R

CLARKE, R

机构：

来源：

JOURNAL OF BUSINESS | 1984年 / 57卷 / 04期

关键词：

D O I：

10.1086/296275

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：469 / 492

页数：24

共 11 条

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[2]

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[3]

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[4]

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[5]

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[7] THE RETURNS AND RISKS OF ALTERNATIVE PUT-OPTION PORTFOLIO INVESTMENT STRATEGIES [J].

MERTON, RC ;

SCHOLES, MS ;

GLADSTEIN, ML .

JOURNAL OF BUSINESS, 1982, 55 (01) :1-55

[8] RETURNS AND RISK OF ALTERNATIVE CALL OPTION PORTFOLIO INVESTMENT STRATEGIES [J].

MERTON, RC ;

SCHOLES, MS ;

GLADSTEIN, ML .

JOURNAL OF BUSINESS, 1978, 51 (02) :183-242

[9] OPTIONS AND EFFICIENCY [J].

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[10]

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