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Optimal option portfolio strategies

Authors :
Faias, José Afonso
Santa-Clara, Pedro
NOVA School of Business and Economics (NOVA SBE)
Source :
Repositório Científico de Acesso Aberto de Portugal, Repositório Científico de Acesso Aberto de Portugal (RCAAP), instacron:RCAAP
Publication Year :
2017

Abstract

Funding: Portuguese Foundation for Science and Technology-FCT (grant nr. PTDC/EGE-ECO/119683/2010) Made available in DSpace on 2019-04-24T22:23:49Z (GMT). No. of bitstreams: 0 Previous issue date: 2017-02-01 preprint published

Details

Language :
English
Database :
OpenAIRE
Journal :
Repositório Científico de Acesso Aberto de Portugal, Repositório Científico de Acesso Aberto de Portugal (RCAAP), instacron:RCAAP
Accession number :
edsair.od......3056..0f9085c4d9ab268708dd28673ac9462c