PT - JOURNAL ARTICLE AU - Robert D. Arnott TI - Modeling Portfolios with Options AID - 10.3905/jpm.1980.408775 DP - 1980 Oct 31 TA - The Journal of Portfolio Management PG - 66--73 VI - 7 IP - 1 4099 - https://pm-research.com/content/7/1/66.short 4100 - https://pm-research.com/content/7/1/66.full