Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Jörgen Blomvall; Per Olov Lindberg
| Year of publication: |
2003
|
|---|---|
| Authors: | Blomvall, Jörgen ; Lindberg, Per O. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 6, p. 1099-1112
|
| Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Schweden | Sweden | 1990-1999 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001734566