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Portfolio optimization with covered calls
Diaz, Mauricio
;
Kwon, Roy H.
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
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2
The Black-Litterman model : active risk targeting and the parameter tau
O'Toole, Randy
- In:
The journal of asset management
18
(
2017
)
7
,
pp. 580-587
Persistent link: https://www.econbiz.de/10011855239
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3
An approach to improve meanvariance portfolio optimization model
Yanushevsky, Rafael
;
Yanushevsky's, Daniel
- In:
The journal of asset management
16
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011413306
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