Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence
نویسندگان
چکیده
منابع مشابه
index derivatives, index futures, index options, stock portfolio futures, stock portfolio options
nowadays, the significant increase in the banks' non- performing loans is one of the main disturbances for authorities because of its bad effects on the macroeconomic index in our country such as increasing credit risk, liquidity risk and finally bankruptcy risk. social gap in welfare programs, deviation in monetary policies, etc. are the other bad results of this phenomenon. meanwhile, du...
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ژورنال
عنوان ژورنال: The Journal of Finance
سال: 2011
ISSN: 0022-1082
DOI: 10.1111/j.1540-6261.2011.01665.x