Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990-1999
| Year of publication: |
2003
|
|---|---|
| Authors: | Blomvall, Jorgen ; Lindberg, Per Olov |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 6, p. 1099-1112
|
| Publisher: |
Elsevier |