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Jacobs, Bruce I.

Capital ideas and market realities : option replication, investor behavior, and stock market crashes / Bruce I. Jacobs ; with a foreword by Harry M. Markowitz. - Malden, Mass. : Blackwell Publishers, 1999. - xx, 399 p. : ill. ; 24 cm.

Includes bibliographical references (p. [349]-371) and indexes.

ISBN: 0631215549 (hbk.) 0631215557 (pbk.)

Subjects--Topical Terms:
Hedging (Finance)
Financial crises.
Stock options.

Subjects--Index Terms: Portfolio insurance.