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

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

Detalles Bibliográficos
Publicado en:Journal of Finance V. 66, 1-6 (2011).
Autor Principal: Constantinides, George M.
Formato: Artigo
Idioma:English
Subjects:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.