Assessing the Incremental Value of Option Pricing Theory Relative to an Informationally Passive Benchmark

In modern finance, the value of an active investment strategy is measured by comparing its performance against the benchmark of passively holding the market portfolio and the riskless asset.(...)

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Year of publication:	2002
Authors:	Figlewski, Stephen
Publisher:	Salomon Center <New York, NY>
Subject:	Optionspreistheorie \| Portfoliomanagement \| portfolio management

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Extent:	208896 bytes 17 p. application/pdf
Series:	NYU Salomon Center for the Study of Financial Institutions - DerivativesPublications Arbeitspapier ; S-DRP-02-07
Type of publication:	Book / Working Paper
Language:	English
Classification:	Financial theory ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847047