Out of the money or striking it rich? Evidence on the risk-adjusted return performance of options-based equity funds versus the S&P 500 and other benchmark …
This article examines the risk–return characteristics of 29 options-based equity funds, their
self-specified S&P 500 total return benchmark index, and a suite of alternative options …
self-specified S&P 500 total return benchmark index, and a suite of alternative options …
Human Computer Interaction, Misrepresentation and Evolutionary Homomorphisms in the VIX and Options-Based Indices in Incomplete Markets with Unaggregated …
MIC Nwogugu, MIC Nwogugu - Indices, Index Funds And ETFs: Exploring …, 2018 - Springer
While options-based indices have grown in popularity, there are many structural problems
inherent in the associated index calculation methodologies, which create substantial …
inherent in the associated index calculation methodologies, which create substantial …
[BOOK][B] Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
MIC Nwogugu, MIC Nwogugu - 2018 - Springer
This chapter illustrates and explains the biases, anomalies and problems inherent in
Leveraged/Inverse EFTs and Synthetic ETFs/Funds which often have tracking errors and …
Leveraged/Inverse EFTs and Synthetic ETFs/Funds which often have tracking errors and …