Equivalent expectation measures for risk and return analysis of contingent claims
Sanjay K. Nawalkha and Xiaoyang Zhuo
| Year of publication: |
2024
|
|---|---|
| Authors: | Nawalkha, Sanjay K. ; Zhuo, Xiaoyang |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 22.2024, 3, p. 23-36
|
| Subject: | Option returns | bond returns | equivalent expectation measures | mean-variance optimization | modern portfolio theory | option-embedded portfolios | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Risiko | Risk | Optionspreistheorie | Option pricing theory | Erwartungsbildung | Expectation formation | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015198702