SKOLKOVO School of Management

Yates, Tristan.

Enhanced indexing strategies : utilizing futures and options to achieve higher performance / Tristan Yates. - Hoboken, N.J. : John Wiley & Sons, c2009. - xvi, 286 p. : ill. ; 24 cm. - Wiley trading. . - Wiley trading. .

Includes bibliographical references and index.

Owning the index -- Applying leverage -- Indexing with synthetics and futures -- Capturing index appreciation with calls -- Leveraged covered calls with futures -- Rolling LEAPS call options explained -- Long-term returns using rolled LEAPS -- Long and short profits with call spreads -- Cycling earnings using spread positions -- Practical hedging with put spreads -- LEAPS puts and three ways to profit -- Managing the leveraged multistrategy portfolio.

9780470259252 0470259256

2008019098

GBA8A2998 bnb

014702137 Uk


Index mutual funds.
Stock price indexes.
Investments.
Portfolio management.

HG4530 / .Y365 2009

332.64/5