Option portfolio strategies: measurement and evaluation
Article Abstract:
Although options are a well-known way to make the returns from investment strategies more flexible, it is much more difficult to delineate the effect of option portfolio strategies and to evaluate their performance. An approximation algorithm is used to pinpoint the main characteristics of option portfolio strategies. Methods of measuring performance of strategies are discussed, as well as the problems which come up when evaluation techniques are applied to portfolios with option positions.
Publication Name: The Journal of Business
Subject: Business, general
ISSN: 0021-9398
Year: 1984
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Livestock revenue insurance
Article Abstract:
Several versions of a type of livestock revenue insurance are designed and then comparied to options and futures, based on producer welfare, premiums, and program efficiency. The policies are competitive but ranked lower than futures and options.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2001
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Portfolio insurance trading rules
Article Abstract:
Insurance services for investment portfolios and hedging are discussed in detail. Risk management and hedging technology are the two fronts of portfolio insurance that are moving the fastest.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2000
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- Abstracts: The promotional roles of state government and Japanese manufacturing direct investment in the United States. Shareholder control and financial distress in the thrift industry
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