Optimal optioned portfolios with confidence limits on shortfall constraints
Antoon Pelsser and Ton Vorst
| Year of publication: |
1996
|
|---|---|
| Authors: | Pelsser, Antoon André Jean ; Vorst, Ton |
| Publisher: |
Rotterdam |
| Subject: | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Extent: | S. 205 - 220 : graph. Darst |
|---|---|
| Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Aus: Advances in quantitative analysis of finance and accounting ; 3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000966912