The efficiency of recursive investment strategies for a combined portfolio of stocks and call options : empirical evidence on the Swedish stock market

The efficiency of recursive investment strategies for a combined portfolio of stocks and call options : empirical evidence on the Swedish stock market

datePublished

• 1992

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 292965
• propertyID: FI-MELINDA value: 001033890

isbn

• 951650101X

isPartOf

• Fennica
• Meddelanden från Ekonomisk-statsvetenskapliga fakulteten vid Åbo akademi. Ser. B

name

• The efficiency of recursive investment strategies for a combined portfolio of stocks and call options : empirical evidence on the Swedish stock market

numberOfPages

• 33, [4] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Åbo organizer: Åbo Akademi], företagsekonomiska institutionen

publisher

• Åbo Akademi], företagsekonomiska institutionen