Strategy vs risk in margining portfolios of options
E. G. Coffman; D. Matsypura; V. G. Timkovsky
| Year of publication: |
2010
|
|---|---|
| Authors: | Coffman, Edward G. ; Matsypura, D. ; Timkovsky, V. G. |
| Published in: |
4OR : a quarterly journal of operations research. - Berlin, Heidelberg : Springer, ZDB-ID 2127815-5. - Vol. 8.2010, 4, p. 375-386
|
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Risiko | Risk | Derivat | Derivative | Risikomanagement | Risk management | Optionsgeschäft | Option trading |
| 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/10008778748