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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~person:"Meyer, Frieder"
~subject:"Black-Scholes model"
~subject:"Share price"
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Der Erfolg unterschiedlicher Hedge-Ratio-Verfahren beim Einsatz von DAX-Futures
Meyer, Frieder
- In:
Finanzmarkt und Portfolio-Management
8
(
1994
)
3
,
pp. 410-428
Persistent link: https://www.econbiz.de/10001220874
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