Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence

E-ISSN： 1540-6261|22-1082|4|1407-1437

ISSN： 0022-1082

Source： THE JOURNAL OF FINANCE, Vol.22-1082, Iss.4, 2011-08, pp. : 1407-1437

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