Writing call options against long positions in the underlying equities is the most popular
options strategy. Since the variance is an inadequate measure of risk for options strategies …

We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

This paper investigates the performance of a global investment strategy that combines
diversification and option strategies, in particular the covered call strategy, on the Swiss …

The mean‐variance model of Markowitz and many of its extensions have been playing an
instrumental role in guiding the practice of portfolio selection. In this paper we study a mean …

This paper reviews the performance and profitability of different option strategy benchmark
indices provided by the CBOE. Using different performance approaches, I show that …

Option contracts on portfolios of securities represent a new development in financial
markets. The purpose of this paper is to explore the characteristics of dividend capture with …

This study focuses on the selling of covered call options and its impact on portfolio return
and risk. The results demonstrate that it is advantageous to the investor to sell covered three …

* Since the start of listed options trading in 1973, computer simulations have become
increasingly popular as a method for testing and comparing option strategies. Simulations …

This work demonstrates how a rational investor in the currency market can make risk-free
profits by covering his risk exposure with call and put options. The conditions for such profit …

for Hedging Stock Index Options Page 1 Optimal Cross-Hedge Portfolios for Hedging Stock
Index Options Michael J. Alderson Terry L. Zivney () overed call writing is a popular investment …