Index options realized returns distributions from passive investment strategies /

Few papers provide research about options returns, and the few available are focused in the analysis from the perspective of the long side of the option contract, i.e. the buyer that pays the price and her expected and realized option return. The main point of our research work is to provide a simpl...

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Bibliographic Details
Main Author: Dapena, José P. (José Pablo)
Other Authors: Siri, Julian R. (Julian Ricardo)
Format: Book
Language:Spanish
Published: Buenos Aires : Universidad del CEMA, 2015
Series:Serie documentos de trabajo (Universidad del CEMA) ; no. 580
Subjects:
Online Access:http://www.ucema.edu.ar/publicaciones/download/documentos/580.pdf