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

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

Podrobná bibliografie
Vydáno v:Journal of Finance V. 66, 1-6 (2011).
Hlavní autor: Constantinides, George M.
Médium: Článek
Jazyk:English
Témata:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.