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

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

書誌詳細
出版年:Journal of Finance V. 66, 1-6 (2011).
第一著者: Constantinides, George M.
フォーマット: 論文
言語:English
主題:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.