search query: @author Tehranian, H. / total: 14
reference: 10 / 14
| Author: | Trennepohl, G. L. Booth, J. R. Tehranian, H. |
| Title: | An empirical analysis of insured portfolio strategies using listed options |
| Journal: | Journal of Financial Research
1988 : SPRING, VOL. 11, No. 1, p.1-12 |
| Index terms: | PORTFOLIO MANAGEMENT INSURANCE OPTIONS |
| Language: | eng |
| Abstract: | Empirical evidence about the performance of insured portfolios constructed from listed put and call options. The underlying stocks and treasury bills. Portfolio insurance and selection criteria, data and methodology, empirical results and efficient portfolio sets-transaction prices above model prices. Four Tables illustrate the study. |
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