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

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
The title of a journal, publication series:	Proceedings of the 9th AFIR International Colloquium
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 1989-2021)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Adam, Michael ; Maurer, Raimond

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