Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 |
scientific article; zbMATH DE number 5356612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 |
scientific article; zbMATH DE number 5356612 |
Statements
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (English)
0 references
24 October 2008
0 references
portfolio optimization
0 references
derivatives
0 references
0 references
0 references
