Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence
| Year of publication: |
2011
|
|---|---|
| Authors: | CONSTANTINIDES, GEORGE M. ; CZERWONKO, MICHAL ; JACKWERTH, JENS CARSTEN ; PERRAKIS, STYLIANOS |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 66.2011, 4, p. 1407-1437
|
| Publisher: |
American Finance Association - AFA |