Author:
Diaz Mauricio,Kwon Roy H.
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Reference22 articles.
1. Alexander, S., T.F. Coleman, and Y. Li. 2006. Minimizing CVaR and VaR for a portfolio of derivatives. Journal of Banking and Finance 30 (2): 583–605.
2. Bank of Montreal. 2018. BMO US High Dividend Covered Call ETF Fact Sheet. March 2018.
https://www.bmo.com/gam/ca/advisor/products/etfs?fundUrl=/fundProfile/ZWH
. Accessed 2 Jan 2019.
3. BlackRock. 2018. Enhanced Capital and Income Fund Fact Sheet. March 2018.
https://www.blackrock.com/investing/literature/fact-sheet/cii-enhanced-capital-and-income-fund-factsheet-us09256a1097-us-en-individual.pdf
. Accessed 2 Jan 2019.
4. Board, J., C. Sutcliffe, and E. Patrinos. 2000. The performance of covered calls. The European Journal of Finance 6 (1): 1–17.
5. Bollerslev, T. 1986. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31 (3): 307–327.
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献