Options
- Option-Writing Strategies in a Low-Volatility FrameworkDonald X. He, Jason C. Hsu and Neil RueThe Journal of Investing August 2015, 24 (3) 116-128; DOI: https://doi.org/10.3905/joi.2015.24.3.116
- The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through TimeSteve Fox and P. Brett HammondThe Journal of Portfolio Management January 2022, 48 (3) 63-86; DOI: https://doi.org/10.3905/jpm.2021.1.314
- Returns from Trading Call OptionsRyan McKeonThe Journal of Investing May 2013, 22 (2) 64-77; DOI: https://doi.org/10.3905/joi.2013.22.2.064
- Editor’s LetterBrian R. BruceThe Journal of Investing May 2013, 22 (2) 1; DOI: https://doi.org/10.3905/joi.2013.22.2.001
- Returns to Option Strategies Following Class Action LawsuitsDean Diavatopoulos, Andy Fodor and Kevin KriegerThe Journal of Investing November 2019, 29 (1) 119-131; DOI: https://doi.org/10.3905/joi.2019.1.109
- Momentum and Covered Calls Almost EverywhereStephen J. Choi, Gil-Lyeol Jeong and Hogun ParkThe Journal of Investing November 2018, 27 (4) 47-57; DOI: https://doi.org/10.3905/joi.2018.27.4.047
- Out of the Money or Striking It Rich? Evidence on the Risk-Adjusted Return Performance of Options-Based Equity Funds versus the S&P 500 and Other Benchmark AlternativesBruce A. Costa, Keith Jakob and Scott J. NiblockThe Journal of Investing February 2018, 27 (1) 65-79; DOI: https://doi.org/10.3905/joi.2018.27.1.065
- Protecting against Loss: Protective Put Strategies
versus Stop-Loss StrategiesRyan McKeon and Marko SvetinaThe Journal of Investing August 2017, 26 (3) 65-76; DOI: https://doi.org/10.3905/joi.2017.26.3.065 - Implied Volatility Changes as Evidence of Stock Price DisequilibriumDean Diavatopoulos and Andy FodorThe Journal of Investing August 2017, 26 (3) 129-143; DOI: https://doi.org/10.3905/joi.2017.26.3.129
- Tail-Risk PerspectivesStuart I. GreenbaumThe Journal of Investing May 2015, 24 (2) 164-175; DOI: https://doi.org/10.3905/joi.2015.24.2.164
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