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SSRNDerivatives & Volatility

Option Total Return and Active Option Portfolio Management

The total return concept for options and option portfolios can be used to assess the performance of an options portfolio, extending the total return concept from traditional investment portfolios.

Featured in No. 16 on 21 Sep 2023 · 3 days after release · 0 citations today

Released
18 Sep 2023
First featured
No. 16 · 21 Sep 2023
Citations (Semantic Scholar)
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Influential citations
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Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4576277

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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