The impact of option strategies in financial portfolios performance: Mean-variance and stochastic dominance approaches

Fathi Abid, Mourad Mroua, Wing Keung Wong

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@article{8296704e203e45619b0e500b766e3129,

title = "The impact of option strategies in financial portfolios performance: Mean-variance and stochastic dominance approaches",

author = "Fathi Abid and Mourad Mroua and Wong, {Wing Keung}",

year = "2009",

month = apr,

doi = "10.2139/ssrn.982332",

language = "English",

volume = "23",

pages = "503--526",

journal = "Finance India",

issn = "0970-3772",

publisher = "Indian Institute of Finance",

number = "2",

}

TY - JOUR

T1 - The impact of option strategies in financial portfolios performance: Mean-variance and stochastic dominance approaches

AU - Abid, Fathi

AU - Mroua, Mourad

AU - Wong, Wing Keung

PY - 2009/4

Y1 - 2009/4

U2 - 10.2139/ssrn.982332

DO - 10.2139/ssrn.982332

M3 - Journal article

SN - 0970-3772

VL - 23

SP - 503

EP - 526

JO - Finance India

JF - Finance India

IS - 2

ER -