Author: | Rendleman, R.J. O'Brien, T.J. |
Title: | The Effects of Volatility Misestimation on Option-Replication Portfolio Insurance |
Journal: | Financial Analysts' Journal
1990 : MAY/JUN, VOL. 46:3, p. 61-70 |
Index terms: | PORTFOLIO MANAGEMENT PROFIT INSURANCE SHARES PUT OPTIONS STOCK OPTIONS |
Language: | eng |
Abstract: |
SCIMA