A portfolio approach to risk reduction in discretely rebalanced option hedges

Author(s)
Bhushan, Ravi; Mello, Antnio Sampaio; Neuhaus, Henrik J.
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Sloan School of Management.
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Date issued
1991
URI
http://hdl.handle.net/1721.1/48837
Publisher
Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
portfolioapproac00bhus
Series/Report no.
Working paper (Sloan School of Management) ; 3290-91.
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