Selling options to beat the market : further empirical evidence
Year of publication: |
2024
|
---|---|
Authors: | Balbás de la Corte, Alejandro ; Serna, Gregorio |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 2, Art.-No. 102119, p. 1-19
|
Subject: | Buy and hold golden strategy | Derivative market | Downside risk measure | Market efficiency | Outperforming benchmarks | Portfolio-Management | Portfolio selection | Derivat | Derivative | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance | Benchmarking | Schätzung | Estimation |
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