Additional information is available for the following registered author(s):

• Robert C. Merton
• Myron S. Scholes

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 51 (1978)
Issue (Month): 2 (April)
Pages: 183-242
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ucp:jnlbus:v:51:y:1978:i:2:p:183-242

Contact details of provider:
Postal: The University of Chicago Press, Journals Division, P.O. Box 37005 Chicago, IL 60637
Web page: http://www.journals.uchicago.edu/JB/home.html

Order Information:
Web: http://www.journals.uchicago.edu/JB/home.html

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Charles Cao & Eric Ghysels & Frank Hatheway, 2001. "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers 2001s-62, CIRANO. [Downloadable!]
2. Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, EconWPA. [Downloadable!]
3. Jennifer Koski & Jeffrey Pontiff, 1996. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Center for Financial Institutions Working Papers 96-27, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
   Other versions:
   • Jennifer Lynch Koski & Jeffrey Pontiff, 1999. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Journal of Finance, American Finance Association, vol. 54(2), pages 791-816, 04. [Downloadable!] (restricted)
4. Kerkhof, J. & Melenberg, B. & Schumacher, H., 2002. "Model risk and regulatory capital," Discussion Paper 27, Tilburg University, Center for Economic Research. [Downloadable!]
5. Lucas, Andr‚ & Dert, Cees L., 1998. "On the inefficiency of portfolio insurance and caveats to the mean/downside-risk framework," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
6. Liu, Jun & Pan, Jun, 2003. "Dynamic Derivative Strategies," Working papers 4334-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
7. Ren-Raw Chen & Oded Palmon, 2005. "A Non-Parametric Option Pricing Model: Theory and Empirical Evidence," Review of Quantitative Finance and Accounting, Springer, vol. 24(2), pages 115-134, January. [Downloadable!] (restricted)
8. J. Board, C. Sutcliffe, E. Patrinos, 2000. "The performance of covered calls," European Journal of Finance, Taylor and Francis Journals, vol. 6(1), pages 1-17, March. [Downloadable!] (restricted)

Did you know? A few items listed on IDEAS are over 2000 years old!

This page was last updated on 2009-12-2.