div class=ts-pagebutton class=gotoPage data-page=1Page 1button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=1 data-page=1 class=ts-thumb lazyload alt=Page 1: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails1jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=2Page 2button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=2 data-page=2 class=ts-thumb lazyload alt=Page 2: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails2jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=3Page 3button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=3 data-page=3 class=ts-thumb lazyload alt=Page 3: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails3jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=4Page 4button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=4 data-page=4 class=ts-thumb lazyload alt=Page 4: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails4jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=5Page 5button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=5 data-page=5 class=ts-thumb lazyload alt=Page 5: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails5jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=6Page 6button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=6 data-page=6 class=ts-thumb lazyload alt=Page 6: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails6jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=7Page 7button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=7 data-page=7 class=ts-thumb lazyload alt=Page 7: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails7jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=8Page 8button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=8 data-page=8 class=ts-thumb lazyload alt=Page 8: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails8jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=9Page 9button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=9 data-page=9 class=ts-thumb lazyload alt=Page 9: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails9jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=10Page 10button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=10 data-page=10 class=ts-thumb lazyload alt=Page 10: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails10jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=11Page 11button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=11 data-page=11 class=ts-thumb lazyload alt=Page 11: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails11jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=12Page 12button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=12 data-page=12 class=ts-thumb lazyload alt=Page 12: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails12jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=13Page 13button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=13 data-page=13 class=ts-thumb lazyload alt=Page 13: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails13jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=14Page 14button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=14 data-page=14 class=ts-thumb lazyload alt=Page 14: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails14jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=15Page 15button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=15 data-page=15 class=ts-thumb lazyload alt=Page 15: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails15jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=16Page 16button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=16 data-page=16 class=ts-thumb lazyload alt=Page 16: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails16jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=17Page 17button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=17 data-page=17 class=ts-thumb lazyload alt=Page 17: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails17jpg width=140 height=200 divdivdiv class=ts-pagebutton class=gotoPage data-page=18Page 18button div class=ts-imageimg data-url=portfolioselectioninthepresenceofoptionspjleeafir1993-portfolio-selection-andhtmlpage=18 data-page=18 class=ts-thumb lazyload alt=Page 18: PortfolioSelectionInThePresenceOfOptionsPJLeeAFIR1993€¦ · portfolio selection and puts forward an investigation of percentile returns as an alternative to mean variance optimisation loading=lazy src=data:imagegifbase64iVBORw0KGgoAAAANSUhEUgAAAAIAAAACCAQAAADYv8WvAAAAD0lEQVR42mP8X8AwAgiABKBAv+vAXklAAAAAElFTkSuQmCC data-src=https:reader036vdocumentsusreader036viewer20220709055f74c2c91dcc39113c7573cchtml5thumbnails18jpg width=140 height=200 divdiv
