Publications
Preprint · SSRN Electronic Journal · January 1, 2008
Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
George M. Constantinides, Michal Czerwonko, Jens Carsten Jackwerth, Stylianos Perrakis
Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility ModelingS&P 500 futuresrisk-averse investorsexpected utility
More by Michal Czerwonko
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