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

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

Bibliografiske detaljer
Udgivet i:Journal of Finance V. 66, 1-6 (2011).
Hovedforfatter: Constantinides, George M.
Format: Article
Sprog:English
Fag:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.