Security Option Strategy under Risk Aversion: An Analysis
James R. McGuigan, William R. King
Journal of Financial and Quantitative Analysis · 1973 · Volume 8 · Issue 1
Abstract
The trading of security options is one of the fastest growing and most dynamic areas of investment concern. When the Chicago Board of Trade's proposal to develop an exchange for trading option contracts is implemented, security option trading will become an even more important aspect of the investment world.
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