%0 Journal Article %A Robert D. Arnott %T Modeling Portfolios with Options %B Risks and returns %D 1980 %R 10.3905/jpm.1980.408775 %J The Journal of Portfolio Management %P 66-73 %V 7 %N 1 %U https://jpm.pm-research.com/content/iijpormgmt/7/1/66.full.pdf