Option replication and the performance of a market timer

Georges Hubner

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)2-25
Number of pages24
JournalStudies in Economics and Finance
Volume33
Issue number1
DOIs
Publication statusPublished - 2016

Keywords

  • Performance measurement
  • Mutual fund performance
  • Market timing
  • Option replication
  • Treynor and Mazuy

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