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The performance of covered calls

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References

1972The Valuation of Option Contracts and a Test of Market Efficiency612 cited
1975INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION500 cited
1975The Asset Structure of Individual Portfolios and Some Implications for Utility Functions420 cited
1978The Returns and Risk of Alternative Call Option Portfolio Investment Strategies141 cited
1996Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom110 cited
1985On the Optimality of Portfolio Insurance94 cited
1982The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies83 cited
1985Problems in Evaluating the Performance of Portfolios with Options74 cited
1984Option Portfolio Strategies: Measurement and Evaluation68 cited
1980An ex ante analysis of put-call parity65 cited
1985Efficiency Analysis and Option Portfolio Selection33 cited

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2012Behavioral Aspects of Covered Call Writing: An Empirical Investigation21 cited

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