Article | Journal of Business | January 1982

The Returns and Risk of Alternative Put Option Portfolio Investment Strategies

by Robert C. Merton, Myron S. Scholes and Matthew L. Gladstein

Keywords: Risk and Uncertainty; Investment; Strategy;

Citation:

Merton, Robert C., Myron S. Scholes, and Matthew L. Gladstein. "The Returns and Risk of Alternative Put Option Portfolio Investment Strategies." Journal of Business 55 (January 1982): 183–242.