Αξιολόγηση της συμβολής καθιερωμένων στρατηγικών παραγώγων στην αποτελεσματική διαχείριση χαρτοφυλακίου
An appraisal of the contribution of established derivative strategies on the effectiveness of portfolio management
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Abstract
This study investigates the effectiveness of investment strategies based on the use of derivatives.
It was used 13 sample strategies from the Chicago Board Options Exchange (CBOE), for the period 6.1988 of 06.30.2016.
The results of the analysis show that the above strategies will outperformance if used for a long time, irrespective of the time of market.To conclusion does not apply to emergency situations, such as the financial crisis of 2008.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
117Language
GreekCollections
Except where otherwise noted, this item's license is described as
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές