Browsing Fakultet for samfunnsvitenskap (SAM) by Author "Sand, Daniel"
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Performance of Option Trading Strategies: Evidence for Individual Stocks and the OBX During 2005-2015
Sand, Daniel; Borchgrevink-Persen, Markus (Master thesis, 2017)In this paper, we examine risk and return characteristics of some of the more popular option trading strategies such as: Covered calls, Covered combinations, Protective puts, Straddles, Strangles and Butterfly spreads. ...