Option replication and the performance of a market timer

Georges Hubner

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	2-25
Number of pages	24
Journal	Studies in Economics and Finance
Volume	33
Issue number	1
DOIs	https://doi.org/10.1108/SEF-01-2015-0012
Publication status	Published - 2016

Keywords

@article{12d41b909eba4db38afbb779e93e26e3,

title = "Option replication and the performance of a market timer",

keywords = "Performance measurement, Mutual fund performance, Market timing, Option replication, Treynor and Mazuy",

author = "Georges Hubner",

note = "No data (theoretical paper)",

year = "2016",

doi = "10.1108/SEF-01-2015-0012",

language = "English",

volume = "33",

pages = "2--25",

journal = "Studies in Economics and Finance",

issn = "1086-7376",

publisher = "Emerald Group Publishing Ltd.",

number = "1",

}

TY - JOUR

T1 - Option replication and the performance of a market timer

AU - Hubner, Georges

N1 - No data (theoretical paper)

PY - 2016

Y1 - 2016

KW - Performance measurement

KW - Mutual fund performance

KW - Market timing

KW - Option replication

KW - Treynor and Mazuy

U2 - 10.1108/SEF-01-2015-0012

DO - 10.1108/SEF-01-2015-0012

M3 - Article

VL - 33

SP - 2

EP - 25

JO - Studies in Economics and Finance

JF - Studies in Economics and Finance

SN - 1086-7376

IS - 1

ER -