Browsing NTNU Open by Author "Tønnessen, Torstein"
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Optimization Analysis of Risk/Return of Large Equity Portfolios, Applying Option Strategies
Tønnessen, Torstein (Master thesis, 2008)This is a study of the risk/return characteristics of large equity portfolios, consisting of different option contracts. In times when there is nervousness present in the financial market, and the future prospects of the ...