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Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael; Maurer, Raimond - In: Finanzmarkt und Portfolio-Management 13 (1999) 4, pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
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An empirical test of risk-adjusted performance of call option writing and put option buying hedge-strategies
Adam, Michael - 1999
Persistent link: https://www.econbiz.de/10013442942
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Hedging the Exchange Rate Risk in International Portfolio Diversification:Currency Forwards versus Currency Options
Maurer, Raimond; Valiani, Shohreh - 2003
mixedasset portfolios via different hedge tools. Several hedging strategies, using currency forwardsand currency options, were …
Persistent link: https://www.econbiz.de/10005844542
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Portfolio choice and estimation risk : a comparison of Bayesian approaches to resampled efficiency
Herold, Ulf; Maurer, Raimond - 2002
Persistent link: https://www.econbiz.de/10004713360
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How much foreign stocks? : Classical versus Bayesian approaches to asset allocation
Herold, Ulf; Maurer, Raimond - 2002
Persistent link: https://www.econbiz.de/10004769108