An alternative option to portfolio rebalancing
Year of publication: |
2018
|
---|---|
Authors: | Israelov, Roni ; Tummala, Harsha |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 25.2018, 3, p. 7-32
|
Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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