RT Journal Article
SR Electronic
T1 The Most Successful Theory of Economics
JF The Journal of Derivatives
FD Institutional Investor Journals
SP 10
DO 10.3905/jod.2012.20.1.010
VO 20
IS 1
A1 Mark Kritzman
YR 2012
UL https://pm-research.com/content/20/1/10.abstract
AB Ross has called options pricing theory “the most successful theory in all of economics.” Kritzman expands on Ross’s comment to justify this assertion and notes the role of The Journal of Derivatives in disseminating the benefits of this most successful of theories to the world at large.TOPICS: Options, portfolio theory, VAR and use of alternative risk measures of trading risk