Research Catalog

Capital ideas and market realities : option replication, investor behavior, and stock market crashes

Title
Capital ideas and market realities : option replication, investor behavior, and stock market crashes / Bruce I. Jacobs ; with a foreword by Harry M. Markowitz.
Author
Jacobs, Bruce I.
Publication
Malden, Mass. ; Oxford : Blackwell, 1999.

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StatusFormatAccessCall NumberItem Location
TextUse in library JBE 14-80Schwarzman Building - General Research Room 315

Details

Description
xx, 399 p. : ill.; 24 cm.
Subject
  • Hedging (Finance)
  • Financial crises
  • Stock options
  • Portfolio insurance
Bibliography (note)
  • Includes bibliographical references (p. [349]-371) and indexes.
Call Number
JBE 14-80
ISBN
  • 0631215549 (hbk.)
  • 0631215557 (pbk.)
LCCN
99012641
OCLC
vendor
Author
Jacobs, Bruce I.
Title
Capital ideas and market realities : option replication, investor behavior, and stock market crashes / Bruce I. Jacobs ; with a foreword by Harry M. Markowitz.
Imprint
Malden, Mass. ; Oxford : Blackwell, 1999.
Bibliography
Includes bibliographical references (p. [349]-371) and indexes.
Indexed Term
Portfolio insurance
Research Call Number
JBE 14-80
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