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Are Options on Index Futures Profitable for Risk Averse Investors? : Empirical Evidence

Are Options on Index Futures Profitable for Risk Averse Investors? : Empirical Evidence

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CONSTANTINIDES, George M., Michal CZERWONKO, Jens Carsten JACKWERTH, Stylianos PERRAKIS, 2008. Are Options on Index Futures Profitable for Risk Averse Investors? : Empirical Evidence

@techreport{Constantinides2008Optio-12156, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Are Options on Index Futures Profitable for Risk Averse Investors? : Empirical Evidence}, year={2008}, number={2008/08}, author={Constantinides, George M. and Czerwonko, Michal and Jackwerth, Jens Carsten and Perrakis, Stylianos} }

 

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