An option pricing approach to the estimation of downside risk: a European cross-country study

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An option pricing approach to the estimation of downside risk: a European cross-country study

The purpose of this paper is to undertake a comparative study of the costs of downside protection for investors in the four major European stock markets: UK, Germany, France and Italy, and to investigate the time diversification effects in these markets by examining the variation of this cost as the...

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Bibliographic Details
Main Author:	Alles, Lakshman
Format:	Journal Article
Published:	Palgrave Macmillan Ltd 2008
Subjects:	European stock markets protective put time diversification downside risk
Online Access:	http://hdl.handle.net/20.500.11937/26293

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