Title of article
Integrated portfolio management with options
Author/Authors
Gerhard Scheuenstuhl، نويسنده , , Rudi Zagst، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
24
From page
1477
To page
1500
Keywords
investment analysis , Mean–variance efficiency , Optioned portfolios , Asymmetric return distributions , Shortfall constraints
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217391
Link To Document