The cash-secured put-write strategy and the variance risk premium
Year of publication: |
2024
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Authors: | Patel, Pratish ; Raquel, Andrew ; Chadwick, Savannah |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 1, p. 31-50
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Subject: | Buy-write | Derivatives | Options | Portfolio | Put write | Variance risk premium | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Derivat | Derivative | EU-Staaten | EU countries | Optionsgeschäft | Option trading |
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