Are covered calls the right option for Australian investors?
SJ Niblock, E Sinnewe - Studies in Economics and Finance, 2018 - emerald.com
Purpose The purpose of this paper is to examine whether superior risk-adjusted returns can
be generated using monthly covered call option strategies in large capitalized Australian …
be generated using monthly covered call option strategies in large capitalized Australian …
Exploiting the Gap Between Implied and Realized Volatility
J Umarov, E Lütkebohmert… - The Journal of Derivatives, 2024 - pm-research.com
We develop an options trading strategy that takes advantage of the fact that options' implied
volatilities tend to be higher than their realized volatilities. Therefore, we dynamically adjust …
volatilities tend to be higher than their realized volatilities. Therefore, we dynamically adjust …
Flight of the condors: evidence on the performance of condor option spreads in Australia
SJ Niblock - Applied Finance Letters, 2017 - ojs.aut.ac.nz
This paper examines whether superior nominal and risk-adjusted returns can be generated
using condor option spread strategies on a large capitalized Australian stock. Monthly …
using condor option spread strategies on a large capitalized Australian stock. Monthly …
Performance of a balanced portfolio with active covered-call strategies
N El-Hassan, A Hall, I Tulunay - Journal of Applied Business and …, 2022 - articlearchives.co
This study investigates the performance of local and global investments with and without
covered call option strategies over the period from January 2000 to December 2015. The …
covered call option strategies over the period from January 2000 to December 2015. The …
Using Covered Calls to Unlock Growth Equity for Income Investors.
J Staines, B Onifade - Journal of Beta Investment Strategies, 2023 - search.ebscohost.com
Income-seeking investors naturally favor stocks with higher dividend yield in the equity
portion of their portfolios. Although this helps meet their income objectives, it has some …
portion of their portfolios. Although this helps meet their income objectives, it has some …
A combination of active buy-write strategies
T Karjalainen - 2018 - osuva.uwasa.fi
The purpose of this study is to examine active buy-write strategies and whether a dynamic
strike price strategy, a volatility risk premium estimation utilizing strategy and a combination …
strike price strategy, a volatility risk premium estimation utilizing strategy and a combination …