Improving Portfolio Efficiency by Including Index Options. Empirical Examples Using Wig20 Index Options

Mateusz Knop and Nina Łapińska-Sobczak ()
Additional contact information
Mateusz Knop: A&E Consult Group, Poland
Nina Łapińska-Sobczak: University of Łódź, Poland

Chapter 13 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2007, vol. 5, pp 191-201 from University of Lodz

Abstract: M. Knop and N. Łapińska-Sobczak (Chapter 13) describe the problems of using WIG20 index options to hedge a risky portfolio.

Keywords: Wig20 index; Portfolio efficiency; Index options (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2007
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.repec.uni.lodz.pl/RePEc/files/findec/2007/2007_No_5_Ch_13.pdf (application/pdf)

Related works:
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:ann:findec:book:y:2007:n:05:ch:13:mon

Access Statistics for this chapter

More chapters in FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making from University of Lodz Contact information at EDIRC.
Bibliographic data for series maintained by Piotr Wdowiński ().