Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999

Journal of Economic Dynamics and Control

Volumn 27, Issue 6, 2003, Pages 1099-1112

  Blomvall, Jörgen ^a   Lindberg, Per Olov ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Derivatives; Portfolio optimization

Indexed keywords

EID: 0037383527     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(02)00056-8     Document Type: Article

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