Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Year of publication: |
2003
|
---|---|
Authors: | Blomvall, Jörgen ; Lindberg, Per O. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 6, p. 1099-1112
|
Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Schweden | Sweden | 1990-1999 |
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