Optioned portfolios: the trade-off between expected and guaranteed returns

C.L. Dert, B. Oldenkamp

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Professional

Original language	English
Title of host publication	Proceedings of the 6th International AFIR-Colloquium
Editors	P. Albrecht
Place of Publication	Nuremberg
Publisher	VVW Karlsruhe
Pages	1443-1461
Number of pages	19
Publication status	Published - 1996

Persistent URL (handle)

@inbook{5137d1a36779475caf9a9a08627bcab9,

title = "Optioned portfolios: the trade-off between expected and guaranteed returns",

author = "C.L. Dert and B. Oldenkamp",

year = "1996",

language = "English",

pages = "1443--1461",

editor = "P. Albrecht",

booktitle = "Proceedings of the 6th International AFIR-Colloquium",

publisher = "VVW Karlsruhe",

}