Primary Article
Passive Options-Based Investment Strategies
The Case of the CBOE S&P 500 Buy Write Index
Barry E Feldman and Dhruv Roy
ETFs and Indexing Fall 2004, 2004 (1) 72-89
Barry E Feldman
A senior research consultant at Ibbotson Associates in Chicago.
Dhruv Roy
A senior research analyst at Ibbotson Associates in Chicago.
Explore our content to discover more relevant research
In this issue
An Investor's Guide to ETFs and Tradable Index Products
Vol. 2004, Issue 1
Fall 2004
Passive Options-Based Investment Strategies
Barry E Feldman, Dhruv Roy
ETFs and Indexing Sep 2004, 2004 (1) 72-89;
Jump to section
Similar Articles
Cited By...
- No citing articles found.