The Advantage of the Covered Call
Michael C. Thomsett
Chapter Chapter 3 in Options for Risk-Free Portfolios, 2013, pp 63-87 from Palgrave Macmillan
Abstract:
Abstract The covered call. This is a long-time favorite among options traders, and for many, the strategy of first choice. It also represents one of the important components of the risk-free portfolio.
Keywords: Capital Gain; Implied Volatility; Market Risk; Dividend Yield; Option Return (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
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:pal:palchp:978-1-137-32226-5_4
Ordering information: This item can be ordered from
http://www.palgrave.com/9781137322265
DOI: 10.1057/9781137322265_4
Access Statistics for this chapter
More chapters in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().