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A performance evaluation of portfolio insurance under the Black and Scholes framework : an application of the economic index of riskiness
Lu, Richard
;
Horng, Tzyy-Leng
;
Horng, Min-Sun
;
Wang, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 269-276
Persistent link: https://www.econbiz.de/10014429772
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2
Time diversification : perspectives from the economic index of riskness
Lu, Richard
;
Yang, Chen-Chen
;
Wong, Wing Keung
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011958474
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