Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
Author(s) -
George M. Constantinides,
Michal Czerwonko,
Jens Carsten Jackwerth,
Stylianos Perrakis
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1282085
Subject(s) - futures contract , index (typography) , financial economics , economics , actuarial science , empirical evidence , business , econometrics , computer science , philosophy , epistemology , world wide web
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