Abstract
Before reading this chapter, it is suggested that readers not familiar with options theory and markets read Appendix 5 which is devoted to options.
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© 2002 Frances Cowell
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Cowell, F. (2002). Market Neutral (Hedge) Portfolios and Other Alternative Investment Classes. In: Practical Quantitative Investment Management with Derivatives. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230501874_14
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DOI: https://doi.org/10.1057/9780230501874_14
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-42528-0
Online ISBN: 978-0-230-50187-4
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