Behr, Patrick; Graf, Hartmut; Güttler, André - In: Kredit und Kapital 41 (2008) 1, pp. 37-58
Risk-Yield Profile of the New Covered-Call-Index of the German Stock Exchange We have analysed in this article the risk-yield profile of the new DAXplus Covered-Call-Index of Deutsche Börse AG (German Stock Exchange) in the period from January 1993 to June 2005. It has turned out that, on a...