The buy-write strategy, index investment and the efficient market hypothesis: More Australian evidence

D O'Connell, TB O'Grady - 2009 - espace.curtin.edu.au
The purpose of this study is to examine the performance of an index buy-write strategy in the
using three portfolios based on the Whaley (2002) approach; one for a portfolio of bank bills …

[图书][B] L'overpricing dei covered warrant: evidenze per il mercato italiano

E Ciccone, L Giordano, R Grasso - 2011 - academia.edu
In Italia esistono due mercati regolamentati di strumenti finanziari derivati accessibili agli
investitori retail entrambi gestiti da Borsa Italiana: il SeDex, dove sono trattati covered …

[引用][C] The Pricing Models of Covered Warrants and Empirical Study in Thin and Developed Markets

PTK HOA, DT THAM, NQT DUONG, NN THAI…