Finding Alpha in CBOE Standard & Poor 500 Covered Combo Index
碩士 === 國立清華大學 === 計量財務金融系 === 105 === The S&P 500 BuyWrite Index have, on average, outperformed the S&P 500 Index over the past 15 years while realizing lower standard deviations of returns. This analysis dissects the new strategy CBOE S&P 500 Covered Combo Index, introduces the strategy...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85nbz9 |