Similar Search Results - EconBiz

Single Stock and Custom Basket Options in Fund Management

Seymour, Anthony - 2016

This report provides an overview of the utility of single stock and custom basket options in fund management. It is shown that managers of active equity funds can limit possible negative return contributions of their over - and underweight positions via single stock options and thus help to...

Persistent link: https://www.econbiz.de/10012994165

Performancemessung von Optionsportfolios und deren Anwendung zur Margenschätzung bei strukturierten Finanzprodukten

Wessels, Sebastian - 2021

Persistent link: https://www.econbiz.de/10012584118

The implied volatility of ETF and index options

Ivanov, Stoyu I.; Whitworth, Jeff; Zhang, Yinlong - In: The international journal of business and finance … 5 (2011) 4, pp. 35-44

Persistent link: https://www.econbiz.de/10009012647

The benefits of option use by mutual funds

Natter, Markus; Rohleder, Martin; Schulte, Dominik; … - In: Journal of financial intermediation 26 (2016), pp. 142-168

Persistent link: https://www.econbiz.de/10011715139

Rynki finansowe i ubezpieczenia : nowe perspektywy instytucji i instrumentów

Przybylska-Kapuścińska, Wiesława (contributor); … - 2010

Persistent link: https://www.econbiz.de/10008699045

Leveraged ETF option strategies

Trainor, William J.; Gregory, Richard P. - In: Managerial finance 42 (2016) 5, pp. 438-448

Persistent link: https://www.econbiz.de/10011570270

Option replication and the performance of a market timer

Hübner, Georges - In: Studies in economics and finance 33 (2016) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10011718722

Rynek kapitałowy - efektywność i ryzyko

Czerwińska, Teresa (ed.); Nowak, Alojzy Z. (ed.) - 2016

Persistent link: https://www.econbiz.de/10011729907

How non-arbitrage, viability and numéraire portfolio are related

Choulli, Tahir; Deng, Jun; Ma, Junfeng - In: Finance and stochastics 19 (2015) 4, pp. 719-741

Persistent link: https://www.econbiz.de/10011420437

Local risk-minimization under the benchmark approach

Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - In: Mathematics and financial economics 8 (2014) 2, pp. 109-134

Persistent link: https://www.econbiz.de/10010341774

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