Option-implied adjusted information using extended generalised leland option pricing models in asset allocation strategies /
Deciding an optimum asset allocation strategy is crucial, especially in view of market participants. However, to effectively decide an accurate strategy requires stable and unbiased portfolio, which can be achieved by reduced potential estimation error, an improved governing option pricing model and...
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| 主要作者: | |
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| 格式: | Thesis |
| 語言: | English |
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Kuantan, Pahang :
Kulliyyah of Science, International Islamic University Malaysia,
2020
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| 在線閱讀: | Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library. |
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