Search Results - subject:"Buy-Write"

Low risk, high return : improving option writing performance with put-call ratios in Taiwan

Lo, Chien-Ling; Liu, Wen-Rang - In: Pacific-Basin finance journal 90 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015402999

The cash-secured put-write strategy and the variance risk premium

Patel, Pratish; Raquel, Andrew; Chadwick, Savannah - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 31-50

Persistent link: https://www.econbiz.de/10014511610

The efficiency of the buy-write strategy: Evidence from Australia

Mugwagwa, Tafadzwa; Ramiah, Vikash; Naughton, Tony; … - In: Journal of International Financial Markets, … 22 (2012) 2, pp. 305-328

We examine the performance of the buy-write option strategy (BWS) on the Australian Stock Exchange and analyse whether … investigates the relationship between buy-write portfolios returns and past trading volume and other fundamental financial factors … within these portfolios. We also test the profitability of the buy-write strategy during bull and bear markets. Consistent …

Persistent link: https://www.econbiz.de/10010572106

The efficiency of the buy-write strategy : evidence from Australia

Mugwagwa, Tafadzwa; Ramiah, Vikash; Naughton, Tony; … - In: Journal of international financial markets, … 22 (2012) 2, pp. 305-328

Persistent link: https://www.econbiz.de/10009581699

Risiko-Renditeprofil des neuen Covered-Call-Index der Deutschen Börse

Behr, Patrick; Graf, Hartmut; Güttler, André - In: Kredit und Kapital 41 (2008) 1, pp. 37-58

Persistent link: https://www.econbiz.de/10003715873