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THE COMPONENTS OF THE RETURN FROM HEDGING OPTIONS AGAINST STOCKS
被引:19
作者
:
GALAI, D
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES, LOS ANGELES, CA 90024 USA
UNIV CALIF LOS ANGELES, LOS ANGELES, CA 90024 USA
GALAI, D
[
1
]
机构
:
[1]
UNIV CALIF LOS ANGELES, LOS ANGELES, CA 90024 USA
来源
:
JOURNAL OF BUSINESS
|
1983年
/ 56卷
/ 01期
关键词
:
D O I
:
10.1086/296185
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:45 / 54
页数:10
相关论文
共 5 条
[1]
VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
SCHOLES, M
.
JOURNAL OF FINANCE,
1972,
27
(02)
:399
-417
[2]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[3]
FAMA EF, 1972, J FINANC, V27, P551
[4]
TESTS OF MARKET EFFICIENCY OF CHICAGO BOARD OPTIONS EXCHANGE
[J].
GALAI, D
论文数:
0
引用数:
0
h-index:
0
机构:
HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
GALAI, D
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:167
-197
[5]
GALAI D, 1975, THESIS U CHICAGO
←
1
→
共 5 条
[1]
VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
SCHOLES, M
.
JOURNAL OF FINANCE,
1972,
27
(02)
:399
-417
[2]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[3]
FAMA EF, 1972, J FINANC, V27, P551
[4]
TESTS OF MARKET EFFICIENCY OF CHICAGO BOARD OPTIONS EXCHANGE
[J].
GALAI, D
论文数:
0
引用数:
0
h-index:
0
机构:
HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
GALAI, D
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:167
-197
[5]
GALAI D, 1975, THESIS U CHICAGO
←
1
→