Title of article
Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990–1999
Author/Authors
J?rgen Blomvall، نويسنده , , Per Olov Lindberg، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
14
From page
1099
To page
1112
Keywords
Portfolio optimization , derivatives
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238379
Link To Document