Enhance and protect portfolio returns : a dynamic put spread optimization
Maria Elena De Giuli, Dennis Montagna, Federica Naldi & Alessandra Tanda
| Year of publication: |
2019
|
|---|---|
| Authors: | De Giuli, Maria Elena ; Montagna, Dennis ; Naldi, Federica ; Tanda, Alessandra |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 11.2019, 12, p. 66-74
|
| Subject: | enhancement | implied volatility | optimization strategy | put spread | volatility skew | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Theorie | Theory | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v11n12p66 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197483