Options‐based benchmark indices—A review of performance and (in)appropriate measures
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DOI: 10.1002/fut.21865
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- Pratish Patel & Andrew Raquel & Savannah Chadwick, 2024. "The cash-secured put-write strategy and the variance risk premium," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 31-50, February.
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