search query: @indexterm stock index options / total: 27
reference: 24 / 27
Author: | Wolf, J. |
Title: | Calendar spreads for enhanced index fund returns. |
Journal: | Financial Analysts' Journal
1990 : JAN/FEB, VOL. 46:1, p. 66-73, 79 |
Index terms: | FUTURES MARKETS PORTFOLIO MANAGEMENT STOCK INDEX OPTIONS |
Language: | eng |
Abstract: | Description of a transaction to provide an alternative opportunity for return enhancement. Calendar spread. Forward return to hedged portfolio. Basic transaction. Synthetic enhancement in a commission-free environment and with commissions. Pickup, incremental return and required spread. Unwinding the trade early. Three Tables illustrate the study. |
SCIMA