General equilibrium pricing of options on the market portfolio with discontinuous returns
Vasanttilak Naik ; Moon Lee
| Year of publication: |
1990
|
|---|---|
| Authors: | Naik, Vasanttilak |
| Other Persons: | Petzold, Günter (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 3.1990, 4, p. 493-521
|
| Subject: | CAPM | Derivat | Derivative | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Hedging | Theorie | Theory |
| 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/10001105893