Subject
Economics and Econometrics,Finance
Reference31 articles.
1. Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options;Akuzawa;The North American Journal of Economics and Finance,2013
2. Stochastic Calculus;Baldi,2017
3. Effect of booms and busts on the Sharpe ratio;Bednarek;The Journal of Portfolio Management,2017
4. Do stocks outperform Treasury bills;Bessembinder;Journal of Financial Economics,2018
5. The price of option and corporate liabilities;Black;The Journal of Political Economy,1973
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献