Integrated portfolio management with options (Q2464233)
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scientific article; zbMATH DE number 5219134
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Integrated portfolio management with options |
scientific article; zbMATH DE number 5219134 |
Statements
Integrated portfolio management with options (English)
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10 December 2007
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investment analysis
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mean-variance efficiency
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optioned portfolios
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asymmetric return distributions
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shortfall constraints
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0.8333581686019897
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0.7776939272880554
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0.7767783999443054
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0.7578840255737305
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0.7489240765571594
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