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

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

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Journal of Finance V. 66, 1-6 (2011).
Prif Awdur: Constantinides, George M.
Fformat: Erthygl
Iaith:English
Pynciau:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.