An empirical test of risk-adjusted performance of call option writing and put option buying hedge-strategies
Year of publication: |
1999
|
---|---|
Authors: | Adam, Michael |
Other Persons: | Maurer, Raimond (contributor) |
Publisher: |
Mannheim : Univ. |
Subject: | Aktienoption | Stock option | Hedging | Strategie | Strategy | Rendite | Yield | Risiko | Risk | Schätzung | Estimation | Deutschland | Germany |
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