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Return And Risk From Listed Option Investments

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  • Gary L. Trennepohl
  • William P. Dukes

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Suggested Citation

  • Gary L. Trennepohl & William P. Dukes, 1979. "Return And Risk From Listed Option Investments," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(1), pages 37-49, March.
    • Handle: RePEc:bla:jfnres:v:2:y:1979:i:1:p:37-49
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1979.tb00015.x
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    References listed on IDEAS

    as
    1. Galai, Dan, 1977. "Tests of Market Efficiency of the Chicago Board Options Exchange," The Journal of Business, University of Chicago Press, vol. 50(2), pages 167-197, April.
    2. Friend, Irwin & Blume, Marshall E, 1970. "Measurement of Portfolio Performance Under Uncertainty," American Economic Review, American Economic Association, vol. 60(4), pages 561-575, September.
    3. Smith, Clifford Jr., 1976. "Option pricing : A review," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 3-51.
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    Cited by:

    1. Chen, K. C. & Wu, Lifan, 2001. "Introduction and expiration effects of derivative equity warrants in Hong Kong," International Review of Financial Analysis, Elsevier, vol. 10(1), pages 37-52.

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