Risk and return of long and short option portfolios using the Black scholes model
Year of publication: |
1983
|
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Authors: | French, Dan W. ; Henderson jr., Glenn V. |
Published in: |
Review of business and economic research : RBER ; a publication of the Division of Business and Economic Research, College of Business Administration, University of New Orleans. - New Orleans, La. : [Verlag nicht ermittelbar], ISSN 0362-7985, ZDB-ID 860612-2. - Vol. 19.1983, 1, p. 56-66
|
Subject: | Börsentermingeschäft | Kapitalanlage Portefeuilleplanung | Vereinigte Staaten |
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