Improving portfolio performance with option strategies: Evidence from Switzerland

European Financial Management

Volumn 7, Issue 1, 2001, Pages 73-91

  Isakov, Dušan ^a   Morard, Bernard ^a  

^a UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Covered call options; Diversification; Hedging; Portfolio management; Stochastic dominance

Indexed keywords

EID: 33847387068     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00145     Document Type: Article

References (0)