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

Bibliographische Detailangaben
Veröffentlicht in:	Journal of Finance V. 66, 1-6 (2011).
1. Verfasser:	Constantinides, George M.
Format:	Artikel
Sprache:	English
Schlagworte:	Put & call options. Stock index futures. Risk aversion. Profitability.