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

Michael Adam and Raimond Maurer ()
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Michael Adam: Sonderforschungsbereich 504, Postal: L 13, 15, D-68131 Mannheim

No 99-80, Sonderforschungsbereich 504 Publications from Sonderforschungsbereich 504, Universität Mannheim, Sonderforschungsbereich 504, University of Mannheim

Pages: 21 pages
Date: 1999-10-22
Note: Financial Support from the Deutsche Forschungsgemeinschaft, SFB 504, at the University of Mannheim, is gratefully acknowledged.
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