A portfolio approach to risk reduction in discretely rebalanced option hedges
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Working Paper |
| Published: |
Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology
2009
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| Online Access: | http://hdl.handle.net/1721.1/48837 |
| _version_ | 1826189121994883072 |
|---|---|
| author | Bhushan, Ravi Mello, Antnio Sampaio Neuhaus, Henrik J. |
| author2 | Sloan School of Management. |
| author_facet | Sloan School of Management. Bhushan, Ravi Mello, Antnio Sampaio Neuhaus, Henrik J. |
| author_sort | Bhushan, Ravi |
| collection | MIT |
| first_indexed | 2024-09-23T08:09:52Z |
| format | Working Paper |
| id | mit-1721.1/48837 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T08:09:52Z |
| publishDate | 2009 |
| publisher | Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/488372019-04-09T17:02:27Z A portfolio approach to risk reduction in discretely rebalanced option hedges Bhushan, Ravi Mello, Antnio Sampaio Neuhaus, Henrik J. Sloan School of Management. 2009-10-04T03:54:43Z 2009-10-04T03:54:43Z 1991 Working Paper portfolioapproac00bhus http://hdl.handle.net/1721.1/48837 23906831 000534529 Working paper (Sloan School of Management) ; 3290-91. application/pdf Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology |
| spellingShingle | Bhushan, Ravi Mello, Antnio Sampaio Neuhaus, Henrik J. A portfolio approach to risk reduction in discretely rebalanced option hedges |
| title | A portfolio approach to risk reduction in discretely rebalanced option hedges |
| title_full | A portfolio approach to risk reduction in discretely rebalanced option hedges |
| title_fullStr | A portfolio approach to risk reduction in discretely rebalanced option hedges |
| title_full_unstemmed | A portfolio approach to risk reduction in discretely rebalanced option hedges |
| title_short | A portfolio approach to risk reduction in discretely rebalanced option hedges |
| title_sort | portfolio approach to risk reduction in discretely rebalanced option hedges |
| url | http://hdl.handle.net/1721.1/48837 |
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