Improving Portfolio Performance with Option Strategies: Evidence from Switzerland.

This paper presents a simulation of a global investment strategy that combines diversification and option strategies, in particular the covered call strategy, on the Swiss Exchange.

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Year of publication:	1997
Authors:	Isakov, D. ; Morard, B.
Institutions:	Geneva School of Economics and Management, Université de Genève
Subject:	FINANCIAL MARKET \| INVESTMENTS

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Series:	Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Type of publication:	Book / Working Paper
Notes:	30 pages
Classification:	G10 - General Financial Markets. General ; G11 - Portfolio Choice
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634268