Enhanced indexing strategies utilizing futures and options to achieve higher performance
Leveraged index investments, including index futures, options, and ETFs, are one of the fastest growing products in finance, as both retail and institutional investors are attracted to their long-term returns and capital efficiency. With Enhanced Indexing Strategies, author Tristan Yates reveals how...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, NJ :
John Wiley & Sons
2008, c2009.
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| Edición: | 1st edition |
| Colección: | Wiley trading series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627382906719 |
| Sumario: | Leveraged index investments, including index futures, options, and ETFs, are one of the fastest growing products in finance, as both retail and institutional investors are attracted to their long-term returns and capital efficiency. With Enhanced Indexing Strategies, author Tristan Yates reveals how you can create and build high-performance indexing strategies using derivatives that can potentially generate much higher returns than conventional index investing. In addition, Enhanced Indexing Strategies introduces six innovative long-term indexing strategies using futures and opti |
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| Notas: | Includes index. |
| Descripción Física: | 1 online resource (305 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9780470460214 9781119197300 9781282137004 9786612137006 9780470407134 |
