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

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

Dettagli Bibliografici
Pubblicato in:Journal of Finance V. 66, 1-6 (2011).
Autore principale: Constantinides, George M.
Natura: Articolo
Lingua:English
Soggetti:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.