12/29/2023 0 Comments Join options for income jim finkKey takeaways from the ECB’s new Financial Stability Review / 25 Nov, 2020 15:30 - 16:45 CET (UTC+01:00) / Negative Interest Rates: Effectiveness and Side Effects – Taking Stock / 06 May, 2021 15:00 - 16:15 CET (UTC+01:00) /ĬBDC: State of play, challenges, open issues / 04 Dec, 2020 14:00 - 15:30 CET (UTC+01:00) / Key takeaways from the ECB’s new Financial Stability Review / 19 May, 2021 15:00 - 16:15 CET (UTC+01:00) / The international role of the euro – state of play, drivers, prospects / 14 Jun, 2021 14:00 - 15:30 CET (UTC+01:00) /įiscal and Monetary Policy Interactions / 26 May, 2021 15:00 - 16:30 CET (UTC+01:00) / Key takeaways from the ECB’s new Financial Stability Review / 17 Nov, 2021 15:00 - 16:15 CET (UTC+01:00) / “Monetary Policy in Times of Crisis – A Tale of Two Decades of the European Central Bank” / 26 Nov, 2021 14:00 - 15:30 CET (UTC+01:00) / SME Financing: Key findings from the EIF’s new "European Small Business Finance Outlook 2021" / 09 Dec, 2021 13:30 - 15:00 CET (UTC+01:00) / The digital euro: policy implications and perspectives / 16 Feb, 2022 15:00 - 16:00 CET (UTC+01:00) /Ĭlimate-related risks: A financial stability angle for Europe / 15 Feb, 2022 15:00 - 16:30 CET (UTC+01:00) / Sovereign Domestic Debt Restructuring: Handle with Care / 23 Feb, 2022 15:00 - 16:30 CET (UTC+01:00) / The International Role of the euro: Tectonic Shifts in the Global Financial System? / 14 Jun, 2022 15:30 - 17:00 CET (UTC+01:00) /Ĭentral bank independence, inflation and crises: what interactions? / 13 Jun, 2022 15:00 - 16:30 CET (UTC+01:00) / Sovereign Borrowing Outlook 2022 and Beyond: Navigating shocks and uncertainty with high debt / 27 Jun, 2022 15:00 - 16:30 CET (UTC+01:00) /ĬBDC and Bank Intermediation / 21 Jun, 2022 15:30 - 17:00 CET (UTC+01:00) / NGFS Report: Enhancing market transparency in green and transition finance / 11 Jul, 2022 10:00 - 11:30 CET (UTC+01:00) / The Illusion of Control: Why Financial Crises Happen, and What We Can (and Can’t) Do About It / 09 Sep, 2022 15:00 - 16:15 CET (UTC+01:00) / The Macroprudential Challenge of Climate Change / 27 Sep, 2022 15:30 - 16:45 CET (UTC+01:00) / This study supports my strategy of selling puts with 2-to-5 month expirations and buying LEAP call options with one year or longer expirations.Key takeaways from the ECB’s new Financial Stability Review / 16 Nov, 2022 15:00 - 16:00 CET (UTC+01:00) /ĭigital Money and Finance: What’s New? / 06 Oct, 2022 16:00 - 17:00 CET (UTC+01:00) / At fixed 12-month or longer expirations, buying call options is the most profitable, which makes sense since long-term call options benefit from unlimited upside and slow time decay. Table 2 on page 27 of the 2006 study ranks option strategies in descending order of return and selling puts with fixed three-month or six-month expirations is the most profitable strategy. When three-month options are used, written put portfolios for all moneyness levels (OTM, ATM, ITM) generate high returns and exhibit positive abnormal performance. However, some option portfolios exhibit risk-adjusted performance which exceeds that of the benchmark stock-only portfolio. In agreement with previously presented results and prior literature, many option portfolios have risk-adjusted performance worse than the benchmark portfolio.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |