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

书目详细资料
发表在:	Journal of Finance V. 66, 1-6 (2011).
主要作者:	Constantinides, George M.
格式:	文件
语言:	英语
主题:	Put & call options. Stock index futures. Risk aversion. Profitability.