Matches in SemOpenAlex for { <https://semopenalex.org/work/W1567499808> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W1567499808 abstract "Abstract Using the option pricing methods developed by Black and Scholes as a general technique for contingent claims analysis, this paper examines a class of mutual funds known as Dual Purpose Funds. By constructing a simplified model for these funds under the ‘perfect hedge’ conditions of Black and Scholes, it is demonstrated that the asset value of the fund will always exceed the market value and that it is not inconsistent with market equilibrium or efficiency for the capital shares to sell at a discount. The simple model predicts price fluctuations in the seven dual funds studied quite well; however, there is a persistent downward bias in the predicted price level. Finally, refinements to the model are examined to determine the nature of the misspecification causing this bias." @default.
- W1567499808 created "2016-06-24" @default.
- W1567499808 creator A5036436979 @default.
- W1567499808 date "2011-09-12" @default.
- W1567499808 modified "2023-09-27" @default.
- W1567499808 title "A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent-Claims Analysis" @default.
- W1567499808 cites W1592940997 @default.
- W1567499808 cites W2052635514 @default.
- W1567499808 cites W2076209196 @default.
- W1567499808 cites W2077791698 @default.
- W1567499808 cites W2105973145 @default.
- W1567499808 cites W2109100152 @default.
- W1567499808 cites W2150402667 @default.
- W1567499808 cites W2152796280 @default.
- W1567499808 hasPublicationYear "2011" @default.
- W1567499808 type Work @default.
- W1567499808 sameAs 1567499808 @default.
- W1567499808 citedByCount "48" @default.
- W1567499808 countsByYear W15674998082012 @default.
- W1567499808 countsByYear W15674998082013 @default.
- W1567499808 countsByYear W15674998082015 @default.
- W1567499808 countsByYear W15674998082016 @default.
- W1567499808 countsByYear W15674998082017 @default.
- W1567499808 countsByYear W15674998082018 @default.
- W1567499808 countsByYear W15674998082020 @default.
- W1567499808 countsByYear W15674998082022 @default.
- W1567499808 crossrefType "book" @default.
- W1567499808 hasAuthorship W1567499808A5036436979 @default.
- W1567499808 hasConcept C10138342 @default.
- W1567499808 hasConcept C105795698 @default.
- W1567499808 hasConcept C106159729 @default.
- W1567499808 hasConcept C124952713 @default.
- W1567499808 hasConcept C142362112 @default.
- W1567499808 hasConcept C149782125 @default.
- W1567499808 hasConcept C162118730 @default.
- W1567499808 hasConcept C162324750 @default.
- W1567499808 hasConcept C163128081 @default.
- W1567499808 hasConcept C181236170 @default.
- W1567499808 hasConcept C204434749 @default.
- W1567499808 hasConcept C2776291640 @default.
- W1567499808 hasConcept C2780980858 @default.
- W1567499808 hasConcept C33923547 @default.
- W1567499808 hasConcept C38652104 @default.
- W1567499808 hasConcept C41008148 @default.
- W1567499808 hasConcept C76178495 @default.
- W1567499808 hasConcept C91602232 @default.
- W1567499808 hasConceptScore W1567499808C10138342 @default.
- W1567499808 hasConceptScore W1567499808C105795698 @default.
- W1567499808 hasConceptScore W1567499808C106159729 @default.
- W1567499808 hasConceptScore W1567499808C124952713 @default.
- W1567499808 hasConceptScore W1567499808C142362112 @default.
- W1567499808 hasConceptScore W1567499808C149782125 @default.
- W1567499808 hasConceptScore W1567499808C162118730 @default.
- W1567499808 hasConceptScore W1567499808C162324750 @default.
- W1567499808 hasConceptScore W1567499808C163128081 @default.
- W1567499808 hasConceptScore W1567499808C181236170 @default.
- W1567499808 hasConceptScore W1567499808C204434749 @default.
- W1567499808 hasConceptScore W1567499808C2776291640 @default.
- W1567499808 hasConceptScore W1567499808C2780980858 @default.
- W1567499808 hasConceptScore W1567499808C33923547 @default.
- W1567499808 hasConceptScore W1567499808C38652104 @default.
- W1567499808 hasConceptScore W1567499808C41008148 @default.
- W1567499808 hasConceptScore W1567499808C76178495 @default.
- W1567499808 hasConceptScore W1567499808C91602232 @default.
- W1567499808 hasLocation W15674998081 @default.
- W1567499808 hasOpenAccess W1567499808 @default.
- W1567499808 hasPrimaryLocation W15674998081 @default.
- W1567499808 hasRelatedWork W1503295912 @default.
- W1567499808 hasRelatedWork W1540250721 @default.
- W1567499808 hasRelatedWork W1816654404 @default.
- W1567499808 hasRelatedWork W1966119267 @default.
- W1567499808 hasRelatedWork W1972934933 @default.
- W1567499808 hasRelatedWork W2006804758 @default.
- W1567499808 hasRelatedWork W2015747671 @default.
- W1567499808 hasRelatedWork W2022049145 @default.
- W1567499808 hasRelatedWork W2050067494 @default.
- W1567499808 hasRelatedWork W2050643653 @default.
- W1567499808 hasRelatedWork W2052635514 @default.
- W1567499808 hasRelatedWork W2052758069 @default.
- W1567499808 hasRelatedWork W2077791698 @default.
- W1567499808 hasRelatedWork W2090386647 @default.
- W1567499808 hasRelatedWork W2092322244 @default.
- W1567499808 hasRelatedWork W2105973145 @default.
- W1567499808 hasRelatedWork W2107136434 @default.
- W1567499808 hasRelatedWork W2119987604 @default.
- W1567499808 hasRelatedWork W2146612430 @default.
- W1567499808 hasRelatedWork W2151065060 @default.
- W1567499808 isParatext "false" @default.
- W1567499808 isRetracted "false" @default.
- W1567499808 magId "1567499808" @default.
- W1567499808 workType "book" @default.