RT Journal Article SR Electronic T1 Asset allocation and options JF The Journal of Portfolio Management FD Institutional Investor Journals SP 56 OP 61 DO 10.3905/jpm.1987.409125 VO 14 IS 1 A1 Evnine, Jeremy A1 Henriksson, Roy YR 1987 UL http://jpm.pm-research.com/content/14/1/56.abstract AB