Work

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

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1282085

Authors: George M. Constantinides, Michal Czerwonko, Jens Carsten Jackwerth, Stylianos Perrakis

Institutions: National Bureau of Economic Research, University of Chicago, Nazarbayev University, University of Konstanz, Concordia University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4295725988

Cites: 28

Cited by: 5

Related to: 10