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Return And Risk From Listed Option Investments

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  • Gary L. Trennepohl
  • William P. Dukes

Abstract

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Suggested Citation

  • Gary L. Trennepohl & William P. Dukes, 1979. "Return And Risk From Listed Option Investments," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(1), pages 37-49, March.
    • Handle: RePEc:bla:jfnres:v:2:y:1979:i:1:p:37-49
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1979.tb00015.x
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    References listed on IDEAS

    as
    1. Friend, Irwin & Blume, Marshall E, 1970. "Measurement of Portfolio Performance Under Uncertainty," American Economic Review, American Economic Association, vol. 60(4), pages 561-575, September.
    2. Galai, Dan, 1977. "Tests of Market Efficiency of the Chicago Board Options Exchange," The Journal of Business, University of Chicago Press, vol. 50(2), pages 167-197, April.
    3. Smith, Clifford Jr., 1976. "Option pricing : A review," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 3-51.
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    Cited by:

    1. Chen, K. C. & Wu, Lifan, 2001. "Introduction and expiration effects of derivative equity warrants in Hong Kong," International Review of Financial Analysis, Elsevier, vol. 10(1), pages 37-52.

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