MEASURING PORTFOLIO RISK IN OPTIONS

被引：2
|
作者：
SEARS, RS
TRENNEPOHL, GL
机构：
[1] UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
[2] UNIV MISSOURI, COLUMBIA, MO 65201 USA
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1982年 / 17卷 / 03期
关键词：
D O I：
10.2307/2330836
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：391 / 409
页数：19
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