Implied Sharpe ratios of portfolios with options:...

The North American Journal of Economics and Finance 2013 / 8 Vol. 25

Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options

Akuzawa, Toshinao, Nishiyama, Yoshihiko
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
25
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2012.06.006
Date:
August, 2013
File:
PDF, 928 KB
english, 2013
Conversion to is in progress
Conversion to is failed