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Improving Portfolio Performance with Option Strategies: Evidence from Switzerland

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Author Info
Isakov, D.
Morard, B.

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Abstract

This paper presents a simulation of a global investment strategy that combines diversification and option strategies, in particular the covered call strategy, on the Swiss Exchange.

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Publisher Info
Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 97.21.

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Length: 30 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:fth:ehecge:97.21

Contact details of provider:
Postal: Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse
Web page: http://www.hec.unige.ch/
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Related research
Keywords: FINANCIAL MARKET INVESTMENTS

Find related papers by JEL classification:
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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This page was last updated on 2008-7-2.

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