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

Cite this

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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",

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journal = "Studies in Economics and Finance",

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KW - Mutual fund performance

KW - Market timing

KW - Option replication

KW - Treynor and Mazuy

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