Performance Analysis of Volatile Strategy under Indian Options Market
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DOI: 10.18843/ijcms/v9i1/12
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References listed on IDEAS
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More about this item
Keywords
Jensen; Sharpe; Straddle; Strangle; Strategy; Treynor.;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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