Is Mean-Variance Analysis Vacuous: Or was Beta Still Born?

DOI10.1023/A:1009779113922zbMath1029.91515OpenAlexW2139265657MaRDI QIDQ4798664

Dilip B. Madan, Robert A. Jarrow

Publication date: 12 March 2003

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009779113922

zbMATH Keywords

option pricingcall optionstrading options

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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