Search Results - person:"Trennepohl, Gary L."

An empirical analysis of insured portfolio strategies using listed options

Trennepohl, Gary Lee - In: The journal of financial research 11 (1988) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10001090765

AN EMPIRICAL ANALYSIS OF INSURED PORTFOLIO STRATEGIES USING LISTED OPTIONS

Trennepohl, Gary L.; Booth, James R.; Tehranian, Hassan - In: Journal of Financial Research 11 (1988) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010889344

Skewness, sampling risk, and the importance of diversification

Sears, R. Stephen - In: Journal of economics & business 38 (1986) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10001015492

Skewness, sampling risk, and the importance of diversification

Sears, R. Stephen; Trennepohl, Gary L. - In: Journal of Economics and Business 38 (1986) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10005301911

Efficiency analysis and option portfolio selection

Booth, James R. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 435-450

Persistent link: https://www.econbiz.de/10001007359

Asset preference, skewness, and the measurement of expected utility

Hassett, Matt; Sears, R. Stephen; Trennepohl, Gary L. - In: Journal of economics & business 37 (1985) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10002837346

Efficiency Analysis and Option Portfolio Selection

Booth, James R.; Tehranian, Hassan; Trennepohl, Gary L. - In: Journal of Financial and Quantitative Analysis 20 (1985) 04, pp. 435-450

The unique characteristics of options enable investors to create nonnormal portfolio return distributions that cannot be replicated with other assets. This analysis explores the power of various investment selection criteria to identify efficient portfolios from investment strategies involving...

Persistent link: https://www.econbiz.de/10005139372

Asset preference, skewness, and the measurement of expected utility

Hassett, Matt; Stephen Sears, R.; Trennepohl, Gary L. - In: Journal of Economics and Business 37 (1985) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10005301636

DIVERSIFICATION AND SKEWNESS IN OPTION PORTFOLIOS

Sears, R. Stephen; Trennepohl, Gary L. - In: Journal of Financial Research 6 (1983) 3, pp. 199-212

Persistent link: https://www.econbiz.de/10010889160

Measuring Portfolio Risk in Options

Sears, R. Stephen; Trennepohl, Gary L. - In: Journal of Financial and Quantitative Analysis 17 (1982) 03, pp. 391-409

Persistent link: https://www.econbiz.de/10005140430