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Journal Articles
Are covered calls the right option for Australian investors?
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2018) 35 (2): 222–243.
Published: 07 June 2018
...Scott J. Niblock; Elisabeth Sinnewe 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 equity portfolios and across varying market volatility conditions. Design...
