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Strategies for Investment in Options
2002We consider strategies for investment in options for the diffusion market model. We show that there exists a correct proportion between put and call options in the portfolio such that the average gain is almost always positive for a generic Black and Scholes model. This gain is zero if and only if the market price of risk is zero.
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Formulating the Concept of an Investment Strategy Adaptable to Changes in the Market Situation
Economies, 2021Vera Ivanyuk
exaly
Pricing strategy and performance investment decisions in competitive crowdfunding markets
Journal of Business Research, 2022Wenqing Wu, Xuan Huang, Chia-Huei Wu
exaly
Putting the Child-Centred Investment Strategy to the Test: Evidence for the EU27
European Journal of Social Security, 2013Wim Van Lancker
exaly
Technology investment under flexible capacity strategy with demand uncertainty
International Journal of Production Economics, 2014Liu Yang, Yonggui Wang, C T nG
exaly

