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Risk Value Analysis of Covered Short Call and Protective Put Portfolio Strategies

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Author Info
Adam, Michael (Sonderforschungsbereich 504)
Maurer, Raimond () (Lehrstuhl fuer Investment, Portfolio Management und Alterssicherung)

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Abstract

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Publisher Info
Paper provided by Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim in its series Sonderforschungsbereich 504 Publications with number 99-80.

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Length: 21 pages
Date of creation: 22 Oct 1999
Date of revision:
Handle: RePEc:xrs:sfbmaa:99-80

Note: Financial Support from the Deutsche Forschungsgemeinschaft, SFB 504, at the University of Mannheim, is gratefully acknowledged.
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  1. Raimond Maurer & Thomas G. Stephan, 2000. "Vermögensanlagevorschriften für deutsche Versicherungsunternehmen: Status Quo und finanzwirtschaftliche Bewertungen," Working Paper Series: Finance and Accounting 54, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
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