The Analysis of Covered Call Strategies ─ Evidence from TAIEX Futures and Options
碩士 === 國立中興大學 === 財務金融系所 === 99 === Recent research shows that the majority of covered call strategies has slightly higher return and lower volatility than its underlying index. Therefore, Standard and Poor even launched some index funds based on these strategies for investors. We are interested i...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/atsftx |