%0 Journal Article %1 Blomvall2003 %A Blomvall, Jörgen %A Lindberg, Per Olov %D 2003 %J Journal of Economic Dynamics and Control %K Portfolio optimization %N 6 %P 1099--1112 %T Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990-1999 %U http://www.sciencedirect.com/science/article/B6V85-45X2SS4-4/1/0fe0fd3f7a967982c495e1adba5def88 %V 27

@article{Blomvall2003, added-at = {2008-04-22T15:17:45.000+0200}, author = {Blomvall, J{\"o}rgen and Lindberg, Per Olov}, biburl = {https://www.bibsonomy.org/bibtex/2a208e9cf840b8ad385cc598e76f75447/smicha}, interhash = {3e8b4d40735673075daa009218f732ad}, intrahash = {a208e9cf840b8ad385cc598e76f75447}, journal = {Journal of Economic Dynamics and Control}, keywords = {Portfolio optimization}, month = Apr, number = 6, pages = {1099--1112}, timestamp = {2008-04-22T15:20:25.000+0200}, title = {Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990-1999}, url = {http://www.sciencedirect.com/science/article/B6V85-45X2SS4-4/1/0fe0fd3f7a967982c495e1adba5def88}, volume = 27, year = 2003 }