Enhanced indexing strategies : utilizing futures and options to achieve higher performance

Tristan Yates

Index funds are among the highest performing and most reliable investments available in the marketplace. Over the past several years, literally hundreds of index-related products have been introduced to the marketplace, most designed to provide investors with the capability to mix and match different funds in order to build custom portfolios. At the same time, leveraged investment products for the retail investor - which use borrowed capital to increase the returns within the structure of a passive investment strategy - are also one of the fastest growing products in the financial world. In Enhanced Indexing Strategies, Tristan Yates shows how to successfully combine these products using leveraged indexing to deliver better risk-adjusted returns than conventional approaches

MoreLess

Year of publication:	c 2009
Authors:	Yates, Tristan
Publisher:	Hoboken, NJ : Wiley
Subject:	Anlageverhalten \| Behavioural finance \| Aktienindex \| Stock index \| Optionsgeschäft \| Option trading \| Aktienoption \| Stock option \| Index-Futures \| Index futures \| Portfolio-Management \| Portfolio selection \| USA \| United States
Description of contents:	Table of Contents [loc.gov] ; Description [loc.gov]

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Extent:	XVI, 286 S. graph. Darst.
Series:	Wiley trading series
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes index Owning the index -- Applying leverage -- Indexing with synthetics and futures -- Capturing index appreciation with calls -- Leveraged covered calls with futures -- Rolling LEAPS call options explained -- Long-term returns using rolled LEAPS -- Long and short profits with call spreads -- Cycling earnings using spread positions -- Practical hedging with put spreads -- LEAPS puts and three ways to profit -- Managing the leveraged multistrategy portfolio. Owning the index -- Applying leverage -- Indexing with synthetics and futures -- Capturing index appreciation with calls -- Covered calls with futures -- Rolling LEAP call options -- Rolled LEAP call option portfolio performance -- Call spreads -- Call spread strategies -- Portfolio hedging -- Three ways to profit with LEAP puts -- Managing multi-strategy portfolios 0810
ISBN:	978-0-470-25925-2
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10003692830