Selling options to beat the market: Further empirical evidence
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DOI: 10.1016/j.ribaf.2023.102119
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More about this item
Keywords
Downside risk measure; Derivative market; Buy and hold golden strategy; Outperforming benchmarks; Market efficiency;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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