Modeling and Performance of Certain Put-Write-Strategies

Gerhard Larcher, Lucia Del Chicca, Michaela Szölgyenyi

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Abstract

The Journal of Alternative Investments

Originalsprache	Englisch
Seiten (von - bis)	74 - 86
Fachzeitschrift	Journal of Alternative Investments
Jahrgang	15
Ausgabenummer	4
Publikationsstatus	Veröffentlicht - 2013

@article{de7ef3163ad548168c80b44247c507a8,

title = "Modeling and Performance of Certain Put-Write-Strategies",

abstract = "The Journal of Alternative Investments",

author = "Gerhard Larcher and {Del Chicca}, Lucia and Michaela Sz{\"o}lgyenyi",

year = "2013",

language = "English",

volume = "15",

pages = "74 -- 86",

journal = "Journal of Alternative Investments",

issn = "1520-3255",

publisher = "Portfolio Management Research",

number = "4",

}

TY - JOUR

T1 - Modeling and Performance of Certain Put-Write-Strategies

AU - Larcher, Gerhard

AU - Del Chicca, Lucia

AU - Szölgyenyi, Michaela

PY - 2013

Y1 - 2013

N2 - The Journal of Alternative Investments

AB - The Journal of Alternative Investments

M3 - Journal article

SN - 1520-3255

VL - 15

SP - 74

EP - 86

JO - Journal of Alternative Investments

JF - Journal of Alternative Investments

IS - 4

ER -