Finding Alpha via Covered Index Writing-Reference-Cited by-同舟云学术

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Finding Alpha via Covered Index Writing

Published:2006-09 Issue:5 Volume:62 Page:29-46
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Hill Joanne M.¹,Balasubramanian Venkatesh²,Gregory Krag (Buzz)³,Tierens Ingrid⁴

Affiliation:

1. Joanne M. Hill is managing director at Goldman, Sachs & Co., New York City.

2. Venkatesh Balasubramanian is an associate at Goldman, Sachs & Co., New York City.

3. Krag (Buzz) Gregory is a vice president at Goldman, Sachs & Co., New York City.

4. Ingrid Tierens, CFA, is a vice president at Goldman Sachs & Co., New York City.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v62.n5.4281

Reference10 articles.

Cited by 46 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

1. The Performance of Options-Based Investment Strategies: Evidence for Individual Stocks from 2004 to 2019;SSRN Electronic Journal;2024

2. Low Risk, High Return: Improving Option Writing Performance with Put-Call Ratios;2024

3. Determination of Properties of the Benchmark Index through Strangle Option Strategies;Journal of Asia-Pacific Business;2022-10-02

4. Properties of Indian stock market: Evidence using strap option strategy;International Journal of Financial Engineering;2021-03-18

5. Revisiting Covered Calls and Protective Puts: A Tale of Two Strategies;SSRN Electronic Journal;2021

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