Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence
| Year of publication: |
2011
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| Authors: | CONSTANTINIDES, GEORGE M. ; CZERWONKO, MICHAL ; CARSTEN JACKWERTH, JENS ; PERRAKIS, STYLIANOS |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 66.2011, 4, p. 1407-1438
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