An Empirical Test of Risk-Adjusted Performance of Call Option Writing and Put Option Buying Hedge-Strategies


Adam, Michael ; Maurer, Raimond


URL: http://www.actuaries.org/AFIR/Colloquia/Tokyo/Adam...
Document Type: Conference or workshop publication
Year of publication: 1999
Book title: 9th International AFIR Colloquium, 24-27 August, 1999, Tokyo, Japan : proceedings
Page range: 1-17
Place of publication: Tokyo
Publishing house: Inst. of Actuaries of Japan
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Adam, Michael ; Maurer, Raimond An Empirical Test of Risk-Adjusted Performance of Call Option Writing and Put Option Buying Hedge-Strategies. 1-17 In: 9th International AFIR Colloquium, 24-27 August, 1999, Tokyo, Japan : proceedings (1999) Tokyo [Conference or workshop publication]


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