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STRADDLE WRITING AND THE TWO FACTOR CAPITAL ASSET PRICING MODEL *
Author(s) -
Kopprasch Robert W.,
Yates James W.
Publication year - 1980
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1980.tb01568.x
Subject(s) - straddle , consumption based capital asset pricing model , capital asset pricing model , economics , financial economics