Improving Portfolio Performance with Option Strategies: Evidence from Switzerland

Dusan Isakov and B. Morard

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: This paper presents a simulation of a global investment strategy that combines diversification and option strategies, in particular the covered call strategy, on the Swiss Exchange.

Keywords: FINANCIAL MARKET; INVESTMENTS (search for similar items in EconPapers)
JEL-codes: G10 G11 (search for similar items in EconPapers)
Pages: 30 pages
Date: 1997
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Citations: View citations in EconPapers (1)

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Journal Article: Improving Portfolio Performance with Option Strategies: Evidence from Switzerland (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:97.21

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