MC

Michal Czerwonko

@michal-czerwonko

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Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence

Jul 19, 2011 · The Journal of Finance · Citations: 84

Mispriced index option portfolios

Sep 9, 2019 · Financial Management · Citations: 25

Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence

Aug 1, 2010 · National Bureau of Economic Research · Citations: 16

Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution

Jan 1, 2016 · Quarterly Journal of Finance · Citations: 8