Risk and Return of Equity Index Collar Strategies
Authors:
- Roni IsraelovRIRoni Israelov
- Matthew KleinMKMatthew Klein
- G. BakshiGBG. Bakshi
- N. KapadiaNKN. Kapadia
- N.P.B. BollenNBN.P.B. Bollen
- R.E. WhaleyRWR.E. Whaley
- G. ConstantinidesGCG. Constantinides
- L. LianLLL. Lian
- N. GârleanuNGN. Gârleanu
- L.H. PedersenLPL.H. Pedersen
- A.M. PoteshmanAPA.M. Poteshman
- J.M. HillJHJ.M. Hill
- 30 June 2016
- journal article
- Published by With Intelligence LLC in The Journal of Alternative Investments
- Vol. 19 (1) , 41-54
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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