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SKEWNESS, SAMPLING RISK, AND THE IMPORTANCE OF DIVERSIFICATION
被引:3
作者
:
SEARS, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MISSOURI,COLL BUSINESS & PUBL ADM,DEPT FINANCE,228 MIDDLEBUSH,COLUMBIA,MO 65211
SEARS, RS
TRENNEPOHL, GL
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MISSOURI,COLL BUSINESS & PUBL ADM,DEPT FINANCE,228 MIDDLEBUSH,COLUMBIA,MO 65211
TRENNEPOHL, GL
机构
:
[1]
UNIV MISSOURI,COLL BUSINESS & PUBL ADM,DEPT FINANCE,228 MIDDLEBUSH,COLUMBIA,MO 65211
[2]
UNIV ILLINOIS,URBANA,IL 61801
来源
:
JOURNAL OF ECONOMICS AND BUSINESS
|
1986年
/ 38卷
/ 01期
关键词
:
D O I
:
10.1016/0148-6195(86)90018-4
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:77 / 91
页数:15
相关论文
共 28 条
[21]
THE RETURNS AND RISKS OF ALTERNATIVE PUT-OPTION PORTFOLIO INVESTMENT STRATEGIES
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MERTON, RC
;
SCHOLES, MS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, MS
;
GLADSTEIN, ML
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLADSTEIN, ML
.
JOURNAL OF BUSINESS,
1982,
55
(01)
:1
-55
[22]
RETURNS AND RISK OF ALTERNATIVE CALL OPTION PORTFOLIO INVESTMENT STRATEGIES
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MERTON, RC
;
SCHOLES, MS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, MS
;
GLADSTEIN, ML
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLADSTEIN, ML
.
JOURNAL OF BUSINESS,
1978,
51
(02)
:183
-242
[23]
ANALYTIC VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS
[J].
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(02)
:251
-258
[24]
ON THE DIRECTION OF PREFERENCE FOR MOMENTS OF HIGHER-ORDER THAN THE VARIANCE
[J].
SCOTT, RC
论文数:
0
引用数:
0
h-index:
0
SCOTT, RC
;
HORVATH, PA
论文数:
0
引用数:
0
h-index:
0
HORVATH, PA
.
JOURNAL OF FINANCE,
1980,
35
(04)
:915
-919
[25]
Sears R S, 1983, J FINANC RES, V6, P199, DOI [10.1111/j.1475-6803.1983.tb00328.x, DOI 10.1111/J.1475-6803.1983.TB00328.X]
[26]
MEASURING PORTFOLIO RISK IN OPTIONS
[J].
SEARS, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
SEARS, RS
;
TRENNEPOHL, GL
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
TRENNEPOHL, GL
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(03)
:391
-409
[27]
DIVERSIFICATION IN A 3-MOMENT WORLD
[J].
SIMKOWITZ, MA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV KANSAS,LAWRENCE,KS 66044
UNIV KANSAS,LAWRENCE,KS 66044
SIMKOWITZ, MA
;
BEEDLES, WL
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV KANSAS,LAWRENCE,KS 66044
UNIV KANSAS,LAWRENCE,KS 66044
BEEDLES, WL
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1978,
13
(05)
:927
-941
[28]
TESTS OF 2 MODELS FOR VALUING CALL OPTIONS ON STOCKS WITH DIVIDENDS
[J].
STERK, W
论文数:
0
引用数:
0
h-index:
0
STERK, W
.
JOURNAL OF FINANCE,
1982,
37
(05)
:1229
-1237
←
1
2
3
→
共 28 条
[21]
THE RETURNS AND RISKS OF ALTERNATIVE PUT-OPTION PORTFOLIO INVESTMENT STRATEGIES
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MERTON, RC
;
SCHOLES, MS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, MS
;
GLADSTEIN, ML
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLADSTEIN, ML
.
JOURNAL OF BUSINESS,
1982,
55
(01)
:1
-55
[22]
RETURNS AND RISK OF ALTERNATIVE CALL OPTION PORTFOLIO INVESTMENT STRATEGIES
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MERTON, RC
;
SCHOLES, MS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, MS
;
GLADSTEIN, ML
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLADSTEIN, ML
.
JOURNAL OF BUSINESS,
1978,
51
(02)
:183
-242
[23]
ANALYTIC VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS
[J].
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(02)
:251
-258
[24]
ON THE DIRECTION OF PREFERENCE FOR MOMENTS OF HIGHER-ORDER THAN THE VARIANCE
[J].
SCOTT, RC
论文数:
0
引用数:
0
h-index:
0
SCOTT, RC
;
HORVATH, PA
论文数:
0
引用数:
0
h-index:
0
HORVATH, PA
.
JOURNAL OF FINANCE,
1980,
35
(04)
:915
-919
[25]
Sears R S, 1983, J FINANC RES, V6, P199, DOI [10.1111/j.1475-6803.1983.tb00328.x, DOI 10.1111/J.1475-6803.1983.TB00328.X]
[26]
MEASURING PORTFOLIO RISK IN OPTIONS
[J].
SEARS, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
SEARS, RS
;
TRENNEPOHL, GL
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
TRENNEPOHL, GL
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(03)
:391
-409
[27]
DIVERSIFICATION IN A 3-MOMENT WORLD
[J].
SIMKOWITZ, MA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV KANSAS,LAWRENCE,KS 66044
UNIV KANSAS,LAWRENCE,KS 66044
SIMKOWITZ, MA
;
BEEDLES, WL
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV KANSAS,LAWRENCE,KS 66044
UNIV KANSAS,LAWRENCE,KS 66044
BEEDLES, WL
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1978,
13
(05)
:927
-941
[28]
TESTS OF 2 MODELS FOR VALUING CALL OPTIONS ON STOCKS WITH DIVIDENDS
[J].
STERK, W
论文数:
0
引用数:
0
h-index:
0
STERK, W
.
JOURNAL OF FINANCE,
1982,
37
(05)
:1229
-1237
←
1
2
3
→