Title of article :
Integrated portfolio management with options
Author/Authors :
Gerhard Scheuenstuhl، نويسنده , , Rudi Zagst، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
investment analysis , Mean–variance efficiency , Optioned portfolios , Asymmetric return distributions , Shortfall constraints
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research