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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 record nr: 85358
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