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

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

書目詳細資料
發表在:Journal of Finance V. 66, 1-6 (2011).
主要作者: Constantinides, George M.
格式: Article
語言:English
主題:
Put & call options.
Stock index futures.
Risk aversion.
Profitability.