Impact of option strategies in financial portfolios performance : mean-variance and stochastic dominance approaches
Fathi Abid; Mourad Mroua; Wing-keung Wong
| Year of publication: |
2009
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|---|---|
| Authors: | Abid, Fathi ; Mroua, Mourad ; Wong, Wing Keung |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 23.2009, 2, p. 503-526
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| Subject: | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | CAPM | Indien | India | 1999 |
| Extent: | graph. Darst. |
|---|---|
| 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/10008840539