Can a path-dependent strategy outperform a path-independent strategy?
Huai-I Lee, Tsung-Yu Hsieh, Wen-Hsiu Kuo, Hsinan Hsu
| Year of publication: |
November 2015
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|---|---|
| Authors: | Lee, Huai-I ; Hsieh, Tsung-Yu ; Kuo, Wen-Hsiu ; Hsu, Hsinan |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 58.2015, p. 119-127
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| Subject: | Equity-linked investment products | Protective put | Strike price | Guaranteed investment products | Barrier options | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Arbeitskampf | Industrial action | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2015.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011574209