Do Options Belong in the Portfolios of Individual Investors?
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- Article
- Abstract
- A BRIEF HISTORY OF OPTIONS
- MEASURING WHETHER OPTIONS ARE MAKING US BETTER OFF: A BRIEF HISTORY OF UTILITY
- WHICH UTILITY FUNCTION
- TWO-ASSET CASE WITH CONTINUOUS REBALANCING: FAIR OPTIONS DON’T IMPROVE INVESTOR WELFARE
- NO DYNAMIC REBALANCING: FAIR OPTIONS CAN ADD VALUE, BUT NOT MUCH
- OPTIONS AS PORTFOLIO INSURANCE
- BUYING OPTIONS HELPS IF EQUITIES BECOME LESS ATTRACTIVE AFTER A DROP
- OUT-OF-THE-MONEY CALL OPTIONS FOR YOUNG INVESTORS HIGH ON HUMAN CAPITAL, LOW ON FINANCIAL CAPITAL
- HOW CAN WE TELL IF OPTIONS ARE FAIRLY PRICED?
- OPTION SELLING STRATEGIES: IF THEY’RE EXPENSIVE, WHY NOT A SELLER BE?
- OPTIONS ON SINGLE STOCKS: A TWO-FOR-ONE TRADE
- OPTIONS AS LOTTERY TICKETS
- BEYOND VANILLA LISTED STOCK OPTIONS
- CONCLUSION
- APPENDIX
- ENDNOTES
- REFERENCES
- Info & Metrics
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- PDF (Subscribers Only)
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