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SSRNDerivatives & Volatility

Options Strategies for ETFs

The research examines various option strategies for ETFs, finding their effectiveness varies based on the risk profile of the underlying asset, with some strategies potentially improving risk-adjusted returns.

Featured in No. 44 on 10 Apr 2024 · 3 days after release

Released
7 Apr 2024
First featured
No. 44 · 10 Apr 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4787107

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

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