It is well known that investors have asymmetric risk preferences in bearing downside risk or
participating in the upside. Options markets provide a useful and intuitive way to quantify …

This study examines the performance of two strangle strategies at different legs to find the
best strategy for consistent profit generation when trading on the Indian stock market index …

The purpose of this paper is to measure the intrinsic characteristics of the Indian capital
market through the long and short strangle options strategies. The study uses the …

This study aims to measure the volatility behavior and movement property of the Nifty Index
through the strap option strategies by using the trigonometric ratio of options (tan θ). These …

This study investigates the performance of local and global investments with and without
covered call option strategies over the period from January 2000 to December 2015. The …

There has been a growing body of work on extending factor investing to the asset allocation
level: portfolio construction focusing on risk factors over the more traditional assetclass …

This study is focused on one particular option strategy, volatility spread trading strategy.
There are a large number of academic studies done and evidence about the profitability of …

The purpose of this study is to examine active buy-write strategies and whether a dynamic
strike price strategy, a volatility risk premium estimation utilizing strategy and a combination …