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

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

ग्रंथसूची विवरण
में प्रकाशित:Journal of Finance V. 66, 1-6 (2011).
मुख्य लेखक: Constantinides, George M.
स्वरूप: लेख
भाषा:English
विषय:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.