Subjective stochastic dominance, put writing, and sttock purchases with extensions to option pricing and portfolio composition
Claude G. Henin; William F. Rentz
| Year of publication: |
1985
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|---|---|
| Authors: | Henin, Claude G. ; Rentz, William F. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 31.1985, 8, p. 919-927
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| Subject: | Portfolio-Theorie | Terminhandel |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003575977