Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Gabriele Poy"'
Publikováno v:
Investment Management & Financial Innovations, Vol 16, Iss 1, Pp 178-188 (2019)
This study provides an empirical analysis back-testing the implementation of a dispersion trading strategy to verify its profitability. Dispersion trading is an arbitrage-like technique based on the exploitation of the overpricing of index options, e
Externí odkaz:
https://doaj.org/article/e95127b55bd943fdb87fefdd441fa661
Publikováno v:
Investment Management & Financial Innovations, Vol 16, Iss 1, Pp 178-188 (2019)
This study provides an empirical analysis back-testing the implementation of a dispersion trading strategy to verify its profitability. Dispersion trading is an arbitrage-like technique based on the exploitation of the overpricing of index options, e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3a69e5767a7079fb9ac083133f134881
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/11650/IMFI_2019_01_Ferrari.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/11650/IMFI_2019_01_Ferrari.pdf