A portfolio approach to risk reduction in discretely rebalanced option hedges

A portfolio approach to risk reduction in discretely rebalanced option hedges

Bibliographic Details
Main Authors:	Bhushan, Ravi, Mello, Antnio Sampaio, Neuhaus, Henrik J.
Other Authors:	Sloan School of Management.
Format:	Working Paper
Published:	Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:	http://hdl.handle.net/1721.1/48837

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