مرکز منطقه ای اطلاع رساني علوم و فناوري - Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990

Title of article :

Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990–1999

Author/Authors :

J?rgen Blomvall، نويسنده , , Per Olov Lindberg، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

1099

To page :

1112

Keywords :

Portfolio optimization , derivatives

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2003

Journal title :

Journal of Economic Dynamics and Control

Record number :

238379

Link To Document :