Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence

George Constantinides, Michal Czerwonko, Jens Carsten Jackwerth and Stylianos Perrakis ()

Journal of Finance, 2011, vol. 66, issue 4, 1407-1437

Date: 2011
References: Add references at CitEc
Citations: View citations in EconPapers (29)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence (2010)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jfinan:v:66:y:2011:i:4:p:1407-1437

Ordering information: This journal article can be ordered from
http://www.afajof.org/membership/join.asp

More articles in Journal of Finance from American Finance Association Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().