The relative efficiency of option hedging strategies using the third-order stochastic dominance-Reference-Cited by-同舟云学术

The relative efficiency of option hedging strategies using the third-order stochastic dominance

Published:2021-05-17 Issue:4 Volume:18 Page:477-504
ISSN:1619-697X
Container-title:Computational Management Science
language:en
Short-container-title:Comput Manag Sci

Author:

Kedžo Margareta Gardijan^ORCID,Šego Boško^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Management Information Systems

Link

https://link.springer.com/content/pdf/10.1007/s10287-021-00401-z.pdf

Reference32 articles.

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3. Bishop J, Formby J, Thistle PD (1992) Convergence of the South and Non-South Income Distributions, 1969–1979. Am Econ Rev 82:262–272

4. Black F, Scholes M (1973) Pricing of options and corporate liabilities. J Polit Econ 81(3):637–654

5. Bollen NPB (1999) Measuring the benefits of option strategies for portfolio management. Catalyst Institute Report. http://www.owen.vanderbilt.edu/nick.bollen/themes/asx1.pdf. Accessed 18 Sept 2018

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