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Expected return and risk of covered call strategies
Figelman, Ilya - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 81-97
Persistent link: https://www.econbiz.de/10003769598
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Pricing stock and bond options in incomplete markets
Gulko, Les - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 98-107
Persistent link: https://www.econbiz.de/10003769599
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Option pricing and market efficiency
Jarrow, Robert A. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
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Performance attribution of options : defining single-stock option exposures and understanding the Brinson-Fachler effects
Morgan, Stuart - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 103-111
Persistent link: https://www.econbiz.de/10010365071
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Risk contribution is exposure times volatility times correlation : decomposing risk using the x-sigma-rho formula
Menchero, Jose; Davis, Benjamin - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 97-106
Persistent link: https://www.econbiz.de/10009273909
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Effect of non-normality dynamics on the expected return of options
Figelman, Ilya - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 110-117
Persistent link: https://www.econbiz.de/10009520407
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Exercising the options on our 25th birthday
Bernstein, Peter L. - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 26-27
Persistent link: https://www.econbiz.de/10009520432
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Options and the gamma knife
Martin, Ian - In: The journal of portfolio management : a publication of … 44 (2018) 6, pp. 47-55
Persistent link: https://www.econbiz.de/10011916011
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Determinants of stock prices : new international evidence
Bondt, Gabe J. de - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 81-92
Persistent link: https://www.econbiz.de/10003727651
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Clairvoyant value and the value effect
Arnott, Robert D.; Li, Feifei; Sherrerd, Katrina F. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 12-26
Persistent link: https://www.econbiz.de/10003852124