Article | Journal of Business | April 1978

The Returns and Risk of Alternative Call 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 Call Option Portfolio Investment Strategies." Journal of Business 51 (April 1978): 183–242.