Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 |
scientific article |
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Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (English)
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24 October 2008
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portfolio optimization
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derivatives
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