Option portfolio strategies: measurement and evaluation

Article Abstract:

Although options are a well-known way to make the returns from investment strategies more flexible, it is much more difficult to delineate the effect of option portfolio strategies and to evaluate their performance. An approximation algorithm is used to pinpoint the main characteristics of option portfolio strategies. Methods of measuring performance of strategies are discussed, as well as the problems which come up when evaluation techniques are applied to portfolios with option positions.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code:

Livestock revenue insurance

Article Abstract:

Several versions of a type of livestock revenue insurance are designed and then comparied to options and futures, based on producer welfare, premiums, and program efficiency. The policies are competitive but ranked lower than futures and options.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code:

Portfolio insurance trading rules

Article Abstract:

Insurance services for investment portfolios and hedging are discussed in detail. Risk management and hedging technology are the two fronts of portfolio insurance that are moving the fastest.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code: