The cash-secured put-write strategy and the variance risk premium
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-023-00333-0.pdf
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4. Backus, D., M. Chernov, and I. Martin. 2011. Disasters implied by equity index options. The Journal of Finance 66 (6): 1969–2012.
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1. Low Risk, High Return: Improving Option Writing Performance with Put-Call Ratios;2024
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