NDLI: Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence

Content Provider	Scilit
Author	Constantinides, George M. Czerwonko, Michal Jackwerth, Jens Carsten Perrakis, Stylianos
Copyright Year	2011
Description	Journal: The Journal of Finance
Related Links	https://kops.uni-konstanz.de/bitstream/123456789/19099/2/Constantinides_190992.pdf https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1540-6261.2011.01665.x
Ending Page	1437
Page Count	31
Starting Page	1407
ISSN	00221082
e-ISSN	15406261
DOI	10.1111/j.1540-6261.2011.01665.x
Journal	The Journal of Finance
Issue Number	4
Volume Number	66
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2011-08-01
Access Restriction	Open
Subject Keyword	Journal: The Journal of Finance Risk Averse Investors
Content Type	Text
Resource Type	Article
Subject	Finance Accounting Economics and Econometrics

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