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

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

Bibliografiset tiedot
Julkaisussa:Journal of Finance V. 66, 1-6 (2011).
Päätekijä: Constantinides, George M.
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.