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

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

Detaylı Bibliyografya
Yayımlandı:Journal of Finance V. 66, 1-6 (2011).
Yazar: Constantinides, George M.
Materyal Türü: Makale
Dil:English
Konular:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.