Analytische Evaluation des Risiko-Chance-Profils kombinierter Aktien- und Optionsstrategien

DOI10.1007/BF02809080zbMath1320.91139OpenAlexW2914652692MaRDI QIDQ5422760

Michael Adam, Raimond H. Maurer

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809080

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Risk-value models
• Risk as a primitive: a survey of measures of perceived risk
• An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions
• The Determination of Partial Moments

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