Reducing the market impact of large stock trades: And other applications of Equity FLEX options

Journal of Portfolio Management

Volumn 24, Issue 1, 1997, Pages 69-76

  Angel, James J ^a   Gastineau, Gary L ^b   Weber, Clifford J ^b  

^a GEORGETOWN UNIVERSITY   (United States)

^b American Stock Exchange   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031617110     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1997.409629     Document Type: Article

References (5)

1. Angel, James J., Gary L. Gastineau, and Clifford J. Weber. "The Economics of Synthetic Stock Based on Equity FLEX Options." Risk, Forthcoming, 1997a.
2. -. "A New Trade Implementation and Portfolio Management Tool for Institutional Investors: Exchange-Traded Stock Options." Working paper, 1997b.
3. -. "Using Exchange-Traded Equity FLEX Put Options in Corporate Stock Repurchase Programs." Journal of Applied Corporate Finance, Spring 1997c, pp. 4-8.
4. Gastineau, Gary L. The Options Manual. New York: McGraw-Hill, 1989.
5. "Options: The Fundamentals." Swiss Bank Corporation, 1994.