Improving Portfolio Performance with Option Strategies: Evidence from Switzerland
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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|Date of creation:||1997|
|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|
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