Options can alter portfolio return distributions
Author:
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Cited by 17 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
1. The Impact of Options on Investment Portfolios in the Short-Run and the Long-Run, with a Focus on Downside Protection and Call Overwriting;Mathematics;2022-05-06
2. AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES;International Journal of Theoretical and Applied Finance;2018-05
3. Options-based benchmark indices-A review of performance and (in)appropriate measures;Journal of Futures Markets;2017-08-18
4. The Four-moment Capital Asset Pricing Model: Between Asset Pricing and Asset Allocation;Multi-moment Asset Allocation and Pricing Models;2015-08-28
5. OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS;Mathematical Finance;2008-10
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