The buy-write strategy, index investment and the efficient market hypothesis: more Australian evidence
The purpose of this study is to examine the performance of an index buy-write strategy in the using three portfolios based on the Whaley (2002) approach; one for a portfolio of bank bills, one for a benchmark index and the third for a benchmark index hedged by index call options. The study uses Aust...
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| Format: | Working Paper |
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School of Economics and Finance, Curtin Business School
2009
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| Online Access: | http://hdl.handle.net/20.500.11937/13503 |