The cash-secured put-write strategy and the variance risk premium
P Patel, A Raquel, S Chadwick - Journal of Asset Management, 2024 - Springer
A cash-secured put-write (PUTW) strategy involves writing an at-the-money put option and
setting aside enough cash to buy the underlying. Empirically, the PUTW returns outperform …
setting aside enough cash to buy the underlying. Empirically, the PUTW returns outperform …
Income Enhancement with Options.
M Miller, B Jacobsen, M de Vree - Journal of Derivatives, 2022 - search.ebscohost.com
Investors have always tried to use various trading strategies to juice their returns. Writing
options has often been thought of as a low-risk way to get some additional income …
options has often been thought of as a low-risk way to get some additional income …
Exploiting the Gap Between Implied and Realized Volatility
J Umarov, E Lütkebohmert… - The Journal of Derivatives, 2024 - pm-research.com
We develop an options trading strategy that takes advantage of the fact that options' implied
volatilities tend to be higher than their realized volatilities. Therefore, we dynamically adjust …
volatilities tend to be higher than their realized volatilities. Therefore, we dynamically adjust …
Revisiting covered calls and protective puts: A tale of two strategies
B Foltice - Available at SSRN 3786342, 2022 - papers.ssrn.com
This paper examines the historical risk-adjusted returns of two hedging strategies designed
to minimize downside market risk: Protective-puts and covered-calls. Using US market data …
to minimize downside market risk: Protective-puts and covered-calls. Using US market data …
[PDF][PDF] Opportunities and risks in the financial index market
L GRILLET-AUBERT - AMF Reports, 2020 - amf-france.org
Financial indices are playing an increasingly important role. Trillions of euros of assets
under management of financial products are linked to them, and this continues to rise. They …
under management of financial products are linked to them, and this continues to rise. They …
Authentic Leadership and Employee Commitment, Behavior, and Performance during Organizational Change
S Hannah - 2022 - search.proquest.com
The purpose of this study was to examine the degree of authentic leadership style and the
influence on employees' commitment, behaviors, and individual work performance in a …
influence on employees' commitment, behaviors, and individual work performance in a …
Effect of covered calls on portfolio performance
T Ježo - 2023 - dspace.cuni.cz
This thesis aims to evaluate the performance of a covered call strategy writ-ten on Exchange-
traded funds compared to a buy-and-hold strategy of the Exchange-traded fund on the US …
traded funds compared to a buy-and-hold strategy of the Exchange-traded fund on the US …