Subjective stochastic dominance, put writing, and sttock purchases with extensions to option pricing and portfolio composition
Year of publication: |
1985
|
---|---|
Authors: | Henin, Claude G. ; Rentz, William F. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 31.1985, 8, p. 919-927
|
Subject: | Portfolio-Theorie | Terminhandel |
-
Managing energy risk : a practical guide for risk management in power, gas and other energy markets
Burger, Markus, (2014)
-
Telser, Lester G., (1981)
-
Portfolio insurance trading rules
Bookstaber, Richard, (1988)
- More ...
-
Henin, Claude G., (1985)
-
Financial incentives for cost control under moral hazard
Ryan, Peter J., (1986)
-
Henin, Claude G., (1977)
- More ...