Performance attribution of options : defining single-stock option exposures and understanding the Brinson-Fachler effects
Stuart Morgan
| Year of publication: |
2014
|
|---|---|
| Authors: | Morgan, Stuart |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2014, 2, p. 103-111
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Aktienoption | Stock option | Performance-Messung | Performance measurement |
| 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/10010365071