haku: @indexterm Stock index options / yhteensä: 27
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| Tekijä: | Wolf, J. |
| Otsikko: | Calendar spreads for enhanced index fund returns. |
| Lehti: | Financial Analysts' Journal
1990 : JAN/FEB, VOL. 46:1, p. 66-73, 79 |
| Asiasana: | FUTURES MARKETS PORTFOLIO MANAGEMENT STOCK INDEX OPTIONS |
| Kieli: | eng |
| Tiivistelmä: | 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. |
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