More Expansion, Creating the Variable Ratio Write Dividend Collar

Michael C. Thomsett

Chapter Chapter 10 in Options for Risk-Free Portfolios, 2013, pp 249-264 from Palgrave Macmillan

Abstract: Abstract The last chapter demonstrated that only in rare instances is a ratio write likely to combine high dividend yield with relatively low risk. The risk level is unavoidable, and even the fact that expiration will occur in less than one month might not be reason enough to accept the risk level.

Keywords: Variable Ratio; Implied Volatility; Market Risk; Dividend Yield; Downside Risk (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-32226-5_11

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DOI: 10.1057/9781137322265_11

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