Portfolio optimization with covered calls
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DOI: 10.1057/s41260-018-00106-0
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Cited by:
- Maria Elena De Giuli & Dennis Montagna & Federica Naldi & Alessandra Tanda, 2019. "Enhance and Protect Portfolio Returns: A Dynamic Put Spread Optimization," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(12), pages 1-66, December.
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Keywords
Covered call; Portfolio optimization; Mean–variance optimization; Conditional value-at-risk; Semivariance; Options;All these keywords.
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