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A portfolio approach to risk reduction in discretely rebalanced option hedges

dc.contributor.authorBhushan, Ravien_US
dc.contributor.authorMello, Antnio Sampaioen_US
dc.contributor.authorNeuhaus, Henrik J.en_US
dc.contributor.otherSloan School of Management.en_US
dc.date.accessioned2009-10-04T03:54:43Z
dc.date.available2009-10-04T03:54:43Z
dc.date.issued1991en_US
dc.identifierportfolioapproac00bhusen_US
dc.identifier.urihttp://hdl.handle.net/1721.1/48837
dc.publisherCambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technologyen_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 3290-91.en_US
dc.titleA portfolio approach to risk reduction in discretely rebalanced option hedgesen_US
dc.typeWorking Paperen_US
dc.identifier.oclc23906831en_US
dc.identifier.aleph000534529en_US


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