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

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

Xehetasun bibliografikoak
Argitaratua izan da:Journal of Finance V. 66, 1-6 (2011).
Egile nagusia: Constantinides, George M.
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.