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Enhanced indexing strategies : utilizing futures and options to achieve higher performance / Tristan Yates.

By: Yates, Tristan.
Series: Wiley trading: Publisher: Hoboken, N.J. : John Wiley & Sons, c2009Description: xvi, 286 p. : ill. ; 24 cm.ISBN: 9780470259252; 0470259256.Subject(s): Index mutual funds | Stock price indexes | Investments | Portfolio managementDDC classification: 332.64/5
Contents:
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.
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Item type Current location Call number Copy number Status Date due Barcode Item holds
Book SKOLKOVO Library
Shelves
HG4530 .Y365 (Browse shelf) 1 Available 2000000646
Total holds: 0

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.

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