An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions
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Publication:3657717
DOI10.1287/mnsc.29.4.419zbMath0512.90011OpenAlexW2056878694MaRDI QIDQ3657717
Richard Bookstaber, Roger Clarke
Publication date: 1983
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.29.4.419
algorithmfinancesimulation testsoptimal investmentfinite time horizoncalculations of return distribution of stock portfolios
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Related Items (3)
Integrated portfolio management with options ⋮ Construction of a decision-support system for a combination of options ⋮ Analytische Evaluation des Risiko-Chance-Profils kombinierter Aktien- und Optionsstrategien
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