RT Journal Article SR Electronic T1 Modeling Portfolios with Options JF The Journal of Portfolio Management FD Institutional Investor Journals SP 66 OP 73 DO 10.3905/jpm.1980.408775 VO 7 IS 1 A1 Robert D. Arnott YR 1980 UL https://pm-research.com/content/7/1/66.abstract AB