Performance expectations of basic options strategies may be different than you think
Steven P. Clark, Mike Dickson
| Year of publication: |
2019
|
|---|---|
| Authors: | Clark, Steven P. ; Dickson, Mike |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 2, p. 91-102
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| Subject: | Option returns | Option strategy indexes | Volatility risk premium | Optionsgeschäft | Option trading | Volatilität | Volatility | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-019-00111-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012059761