RT Journal Article SR Electronic T1 Option portfolio risk analysis JF The Journal of Portfolio Management FD Institutional Investor Journals SP 23 OP 27 DO 10.3905/jpm.1984.408950 VO 10 IS 2 A1 Jeremy Evnine A1 Andrew Rudd YR 1984 UL https://pm-research.com/content/10/2/23.abstract