Are options on index futures profitable for risk-averse investors? Empirical evidence.

Are options on index futures profitable for risk-averse investors? Empirical evidence.

Bibliographic Details
Published in:Journal of Finance V. 66, 1-6 (2011).
Main Author: Constantinides, George M.
Format: Article
Language:English
Subjects:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.