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Enhanced Indexing Strategies - Tristan Yates
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Tristan Yates:

Enhanced Indexing Strategies - neues Buch

2006, ISBN: 9780470460214

ID: 9780470460214

Utilizing Futures and Options to Achieve Higher Performance InhaltsangabePreface.CHAPTER 1 Owning the Index.The Story of Indexing.Indexing: Strategy or Philosophy Active Investment Selection.Index Investing and the Efficient Markets.Reconciling Indexing and Active Investing.Index Risk and Reward.Drift and Noise.Momentum, Mean Reversion, and Market Cycles.Cycles and Regime Change.Understanding Volatility.High Performance Indexes.Small Cap and Value Premium.Stock Migration.Additional Factors.Forecasting Index Returns.Summary.CHAPTER 2 Applying Leverage.Leveraged Investments: Conservation of Risk.Using the Leverage Ratio.Underwater Investments.Debt and Interest Effects.Sources of Leverage.Margin Loans.Futures.Options.Example: Synthetics.Other Debt Sources.Managing a Leveraged Portfolio.Portfolio Sizing.Portfolio Allocations.Rebalancing with Leverage.Dollar Cost Averaging and Liquidity Preference.Reinvesting Leveraged Gains.Summary.CHAPTER 3 Indexing with Synthetics and Futures.Asset Allocation.Index Portfolio Returns.Applying Leverage.Holding Synthetic Positions.Transaction Costs.Expected Returns and Reinvestment.Adding Portfolio Volatility.Random Scenarios with Monte Carlo.Margin Calls.Substituting Futures.Summary.CHAPTER 4 Capturing Index Appreciation with Calls.Intuitive Option Pricing.Options as Potential Liabilities.Strike Prices.Time and Volatility.Dividends and Interest Rates.Following an Option.Risk Components of Various Options.Capturing Appreciation with Options.Daily Cost of Options.Volatility Skew.Uneven Appreciation.Option Analysis.Marginal Returns& #8212 Extending Time or Lowering Strike.Out-of-the-Money.Monthly Returns of Calls.More about Volatility.Summary.CHAPTER 5 Leveraged Covered Calls with Futures.Covered Calls as a Source of Income.Position Details.Expected Strategy Returns.Annual Return Backtests.VIX Modifications.Asset Allocation.Additional Analysis.Summary.CHAPTER 6 Rolling LEAPS Call Options Explained.Understanding LEAPS Calls.LEAPS& #8212 by the Greeks.One Year Later.Rolling LEAPS Forward.Roll Cost Prediction.Estimating Average Returns.Investing Cash Flow.Capturing Appreciation.Rolling Up.Selecting Indexes and Strike Prices.Market Drops and Volatility Spikes.LEAPS Covered Calls.Summary.CHAPTER 7 Long-Term Returns Using Rolled LEAPS.Strike Price Selection.Sector Performance: 1999 to 2006.Sector Portfolio Returns.Rebalancing.Higher Performance Portfolios.Reinvestment Issues.Covered Calls and Mid-Caps.Covered Calls with Sectors.Summary.CHAPTER 8 Long and Short Profits with Call Spreads.Understanding Debit Spreads.Bull Call Spreads.Call Spreads and Appreciation.Spreads and Skews.Early Exit.Staggered Exit.Diagonal Call Spreads.Long/Short Portfolios from Diagonals.Early Exit and Theta.Calendar Call Spreads.LEAPS Calendar Calls and Early Exits.Cycling Investment Gains.Reinvestment Strategies.Constant Investment and Hybrid.Index Regime Change.Summary.CHA Expected Returns and Hedging Analysis.Correlated Indexes Using SIMTOOLS.Correlated Protected Portfolios.LEAPS Calendar Put Spreads.LEAPS Calendar Put Portfolios.Historical Performance.Put Writing with LEAPS.Expected Returns.Scenarios.Summary.CHAPTER 12 Managing the Leveraged& #160 Multistrategy Portfolio.The Question of Alternative Assets.The Solution: Own the Producer.ProShares ETF Analysis.Multiplier Leverage Effect.Learning from Failure.Asset Management Overview.Security Selection.Long and Short Strategy Combination.Strategy Selection.Minimum Investment Sizes.Index Exposure.Summary.Final Words.APPENDIX List of Index ETFs and Futures.About the Author.Index. Enhanced Indexing Strategies: InhaltsangabePreface.CHAPTER 1 Owning the Index.The Story of Indexing.Indexing: Strategy or Philosophy Active Investment Selection.Index Investing and the Efficient Markets.Reconciling Indexing and Active Investing.Index Risk and Reward.Drift and Noise.Momentum, Mean Reversion, and Market Cycles.Cycles and Regime Change.Understanding Volatility.High Performance Indexes.Small Cap and Value Premium.Stock Migration.Additional Factors.Forecasting Index Returns.Summary.CHAPTER 2 Applying Leverage.Leveraged Investments: Conservation of Risk.Using the Leverage Ratio.Underwater Investments.Debt and Interest Effects.Sources of Leverage.Margin Loans.Futures.Options.Example: Synthetics.Other Debt Sources.Managing a Leveraged Portfolio.Portfolio Sizing.Portfolio Allocations.Rebalancing with Leverage.Dollar Cost Averaging and Liquidity Preference.Reinvesting Leveraged Gains.Summary.CHAPTER 3 Indexing with Synthetics and Futures.Asset Allocation.Index Portfolio Returns.Applying Leverage.Holding Synthetic Positions.Transaction Costs.Expected Returns and Reinvestment.Adding Portfolio Volatility.Random Scenarios with Monte Carlo.Margin Calls.Substituting Futures.Summary.CHAPTER 4 Capturing Index Appreciation with Calls.Intuitive Option Pricing.Options as Potential Liabilities.Strike Prices.Time and Volatility.Dividends and Interest Rates.Following an Option.Risk Components of Various Options.Capturing Appreciation with Options.Daily Cost of Options.Volatility Skew.Uneven Appreciation.Option Analysis.Marginal Returns& #8212 Extending Time or Lowering Strike.Out-of-the-Money.Monthly Returns of Calls.More about Volatility.Summary.CHAPTER 5 Leveraged Covered Calls with Futures.Covered Calls as a Source of Income.Position Details.Expected Strategy Returns.Annual Return Backtests.VIX Modifications.Asset Allocation.Additional Analysis.Summary.CHAPTER 6 Rolling LEAPS Call Options Explained.Understanding LEAPS Calls.LEAPS& #8212 by the Greeks.One Year Later.Rolling LEAPS Forward.Roll Cost Prediction.Estimating Average Returns.Investing Cash Flow.Capturing Appreciation.Rolling Up.Selecting Indexes and Strike Prices.Market Drops and Volatility Spikes.LEAPS Covered Calls.Summary.CHAPTER 7 Long-Term Returns Using Rolled LEAPS.Strike Price Selection.Sector Performance: 1999 to 2006.Sector Portfolio Returns.Rebalancing.Higher Performance Portfolios.Reinvestment Issues.Covered Calls and Mid-Caps.Covered Calls with Sectors.Summary.CHAPTER 8 Long and Short Profits with Call Spreads.Understanding Debit Spreads.Bull Call Spreads.Call Spreads and Appreciation.Spreads and Skews.Early Exit.Staggered Exit.Diagonal Call Spreads.Long/Short Portfolios from Diagonals.Early Exit and Theta.Calendar Call Spreads.LEAPS Calendar Calls and Early Exits.Cycling Investment Gains.Reinvestment Strategies.Constant Investment and Hybrid.Index Regime Change.Summary.CHA Expected Returns and Hedging Analysis.Correlated Indexes Using SIMTOOLS.Correlated Protected Portfolios.LEAPS Calendar Put Spreads.LEAPS Calendar Put Portfolios.Historical Performance.Put Writing with LEAPS.Expected Returns.Scenarios.Summary.CHAPTER 12 Managing the Leveraged& #160 Multistrategy Portfolio.The Question of Alternative Assets.The Solution: Own the Producer.ProShares ETF Analysis.Multiplier Leverage Effect.Learning from Failure.Asset Management Overview.Security Selection.Long and Short Strategy Combination.Strategy Selection.Minimum Investment Sizes.Index Exposure.Summary.Final Words.APPENDIX List of Index ETFs and Futures.About the Author.Index. Finance & Investments Börsenhandel Trading Finanz- u. Anlagewesen, John Wiley & Sons

Neues Buch Rheinberg-Buch.de
Ebook, Englisch, Neuware Versandkosten:Ab 20¤ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Enhanced Indexing Strategies - Tristan Yates
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)

Tristan Yates:

Enhanced Indexing Strategies - neues Buch

2006, ISBN: 9780470460214

ID: 9780470460214

Utilizing Futures and Options to Achieve Higher Performance InhaltsangabePreface.CHAPTER 1 Owning the Index.The Story of Indexing.Indexing: Strategy or Philosophy Active Investment Selection.Index Investing and the Efficient Markets.Reconciling Indexing and Active Investing.Index Risk and Reward.Drift and Noise.Momentum, Mean Reversion, and Market Cycles.Cycles and Regime Change.Understanding Volatility.High Performance Indexes.Small Cap and Value Premium.Stock Migration.Additional Factors.Forecasting Index Returns.Summary.CHAPTER 2 Applying Leverage.Leveraged Investments: Conservation of Risk.Using the Leverage Ratio.Underwater Investments.Debt and Interest Effects.Sources of Leverage.Margin Loans.Futures.Options.Example: Synthetics.Other Debt Sources.Managing a Leveraged Portfolio.Portfolio Sizing.Portfolio Allocations.Rebalancing with Leverage.Dollar Cost Averaging and Liquidity Preference.Reinvesting Leveraged Gains.Summary.CHAPTER 3 Indexing with Synthetics and Futures.Asset Allocation.Index Portfolio Returns.Applying Leverage.Holding Synthetic Positions.Transaction Costs.Expected Returns and Reinvestment.Adding Portfolio Volatility.Random Scenarios with Monte Carlo.Margin Calls.Substituting Futures.Summary.CHAPTER 4 Capturing Index Appreciation with Calls.Intuitive Option Pricing.Options as Potential Liabilities.Strike Prices.Time and Volatility.Dividends and Interest Rates.Following an Option.Risk Components of Various Options.Capturing Appreciation with Options.Daily Cost of Options.Volatility Skew.Uneven Appreciation.Option Analysis.Marginal Returns& #8212 Extending Time or Lowering Strike.Out-of-the-Money.Monthly Returns of Calls.More about Volatility.Summary.CHAPTER 5 Leveraged Covered Calls with Futures.Covered Calls as a Source of Income.Position Details.Expected Strategy Returns.Annual Return Backtests.VIX Modifications.Asset Allocation.Additional Analysis.Summary.CHAPTER 6 Rolling LEAPS Call Options Explained.Understanding LEAPS Calls.LEAPS& #8212 by the Greeks.One Year Later.Rolling LEAPS Forward.Roll Cost Prediction.Estimating Average Returns.Investing Cash Flow.Capturing Appreciation.Rolling Up.Selecting Indexes and Strike Prices.Market Drops and Volatility Spikes.LEAPS Covered Calls.Summary.CHAPTER 7 Long-Term Returns Using Rolled LEAPS.Strike Price Selection.Sector Performance: 1999 to 2006.Sector Portfolio Returns.Rebalancing.Higher Performance Portfolios.Reinvestment Issues.Covered Calls and Mid-Caps.Covered Calls with Sectors.Summary.CHAPTER 8 Long and Short Profits with Call Spreads.Understanding Debit Spreads.Bull Call Spreads.Call Spreads and Appreciation.Spreads and Skews.Early Exit.Staggered Exit.Diagonal Call Spreads.Long/Short Portfolios from Diagonals.Early Exit and Theta.Calendar Call Spreads.LEAPS Calendar Calls and Early Exits.Cycling Investment Gains.Reinvestment Strategies.Constant Investment and Hybrid.Index Regime Change.Summary.CHA Expected Returns and Hedging Analysis.Correlated Indexes Using SIMTOOLS.Correlated Protected Portfolios.LEAPS Calendar Put Spreads.LEAPS Calendar Put Portfolios.Historical Performance.Put Writing with LEAPS.Expected Returns.Scenarios.Summary.CHAPTER 12 Managing the Leveraged& #160 Multistrategy Portfolio.The Question of Alternative Assets.The Solution: Own the Producer.ProShares ETF Analysis.Multiplier Leverage Effect.Learning from Failure.Asset Management Overview.Security Selection.Long and Short Strategy Combination.Strategy Selection.Minimum Investment Sizes.Index Exposure.Summary.Final Words.APPENDIX List of Index ETFs and Futures.About the Author.Index. Enhanced Indexing Strategies: InhaltsangabePreface.CHAPTER 1 Owning the Index.The Story of Indexing.Indexing: Strategy or Philosophy Active Investment Selection.Index Investing and the Efficient Markets.Reconciling Indexing and Active Investing.Index Risk and Reward.Drift and Noise.Momentum, Mean Reversion, and Market Cycles.Cycles and Regime Change.Understanding Volatility.High Performance Indexes.Small Cap and Value Premium.Stock Migration.Additional Factors.Forecasting Index Returns.Summary.CHAPTER 2 Applying Leverage.Leveraged Investments: Conservation of Risk.Using the Leverage Ratio.Underwater Investments.Debt and Interest Effects.Sources of Leverage.Margin Loans.Futures.Options.Example: Synthetics.Other Debt Sources.Managing a Leveraged Portfolio.Portfolio Sizing.Portfolio Allocations.Rebalancing with Leverage.Dollar Cost Averaging and Liquidity Preference.Reinvesting Leveraged Gains.Summary.CHAPTER 3 Indexing with Synthetics and Futures.Asset Allocation.Index Portfolio Returns.Applying Leverage.Holding Synthetic Positions.Transaction Costs.Expected Returns and Reinvestment.Adding Portfolio Volatility.Random Scenarios with Monte Carlo.Margin Calls.Substituting Futures.Summary.CHAPTER 4 Capturing Index Appreciation with Calls.Intuitive Option Pricing.Options as Potential Liabilities.Strike Prices.Time and Volatility.Dividends and Interest Rates.Following an Option.Risk Components of Various Options.Capturing Appreciation with Options.Daily Cost of Options.Volatility Skew.Uneven Appreciation.Option Analysis.Marginal Returns& #8212 Extending Time or Lowering Strike.Out-of-the-Money.Monthly Returns of Calls.More about Volatility.Summary.CHAPTER 5 Leveraged Covered Calls with Futures.Covered Calls as a Source of Income.Position Details.Expected Strategy Returns.Annual Return Backtests.VIX Modifications.Asset Allocation.Additional Analysis.Summary.CHAPTER 6 Rolling LEAPS Call Options Explained.Understanding LEAPS Calls.LEAPS& #8212 by the Greeks.One Year Later.Rolling LEAPS Forward.Roll Cost Prediction.Estimating Average Returns.Investing Cash Flow.Capturing Appreciation.Rolling Up.Selecting Indexes and Strike Prices.Market Drops and Volatility Spikes.LEAPS Covered Calls.Summary.CHAPTER 7 Long-Term Returns Using Rolled LEAPS.Strike Price Selection.Sector Performance: 1999 to 2006.Sector Portfolio Returns.Rebalancing.Higher Performance Portfolios.Reinvestment Issues.Covered Calls and Mid-Caps.Covered Calls with Sectors.Summary.CHAPTER 8 Long and Short Profits with Call Spreads.Understanding Debit Spreads.Bull Call Spreads.Call Spreads and Appreciation.Spreads and Skews.Early Exit.Staggered Exit.Diagonal Call Spreads.Long/Short Portfolios from Diagonals.Early Exit and Theta.Calendar Call Spreads.LEAPS Calendar Calls and Early Exits.Cycling Investment Gains.Reinvestment Strategies.Constant Investment and Hybrid.Index Regime Change.Summary.CHA Expected Returns and Hedging Analysis.Correlated Indexes Using SIMTOOLS.Correlated Protected Portfolios.LEAPS Calendar Put Spreads.LEAPS Calendar Put Portfolios.Historical Performance.Put Writing with LEAPS.Expected Returns.Scenarios.Summary.CHAPTER 12 Managing the Leveraged& #160 Multistrategy Portfolio.The Question of Alternative Assets.The Solution: Own the Producer.ProShares ETF Analysis.Multiplier Leverage Effect.Learning from Failure.Asset Management Overview.Security Selection.Long and Short Strategy Combination.Strategy Selection.Minimum Investment Sizes.Index Exposure.Summary.Final Words.APPENDIX List of Index ETFs and Futures.About the Author.Index. Börsenhandel Finance & Investments Trading Finanz- u. Anlagewesen, John Wiley & Sons

Neues Buch Rheinberg-Buch.de
Ebook, Englisch, Neuware Versandkosten:Ab 20¤ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Enhanced Indexing Strategies - Tristan Yates
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Tristan Yates:
Enhanced Indexing Strategies - neues Buch

2006

ISBN: 9780470460214

ID: 9780470460214

Utilizing Futures and Options to Achieve Higher Performance InhaltsangabePreface.CHAPTER 1 Owning the Index.The Story of Indexing.Indexing: Strategy or Philosophy Active Investment Selection.Index Investing and the Efficient Markets.Reconciling Indexing and Active Investing.Index Risk and Reward.Drift and Noise.Momentum, Mean Reversion, and Market Cycles.Cycles and Regime Change.Understanding Volatility.High Performance Indexes.Small Cap and Value Premium.Stock Migration.Additional Factors.Forecasting Index Returns.Summary.CHAPTER 2 Applying Leverage.Leveraged Investments: Conservation of Risk.Using the Leverage Ratio.Underwater Investments.Debt and Interest Effects.Sources of Leverage.Margin Loans.Futures.Options.Example: Synthetics.Other Debt Sources.Managing a Leveraged Portfolio.Portfolio Sizing.Portfolio Allocations.Rebalancing with Leverage.Dollar Cost Averaging and Liquidity Preference.Reinvesting Leveraged Gains.Summary.CHAPTER 3 Indexing with Synthetics and Futures.Asset Allocation.Index Portfolio Returns.Applying Leverage.Holding Synthetic Positions.Transaction Costs.Expected Returns and Reinvestment.Adding Portfolio Volatility.Random Scenarios with Monte Carlo.Margin Calls.Substituting Futures.Summary.CHAPTER 4 Capturing Index Appreciation with Calls.Intuitive Option Pricing.Options as Potential Liabilities.Strike Prices.Time and Volatility.Dividends and Interest Rates.Following an Option.Risk Components of Various Options.Capturing Appreciation with Options.Daily Cost of Options.Volatility Skew.Uneven Appreciation.Option Analysis.Marginal Returns— Extending Time or Lowering Strike.Out-of-the-Money.Monthly Returns of Calls.More about Volatility.Summary.CHAPTER 5 Leveraged Covered Calls with Futures.Covered Calls as a Source of Income.Position Details.Expected Strategy Returns.Annual Return Backtests.VIX Modifications.Asset Allocation.Additional Analysis.Summary.CHAPTER 6 Rolling LEAPS Call Options Explained.Understanding LEAPS Calls.LEAPS— by the Greeks.One Year Later.Rolling LEAPS Forward.Roll Cost Prediction.Estimating Average Returns.Investing Cash Flow.Capturing Appreciation.Rolling Up.Selecting Indexes and Strike Prices.Market Drops and Volatility Spikes.LEAPS Covered Calls.Summary.CHAPTER 7 Long-Term Returns Using Rolled LEAPS.Strike Price Selection.Sector Performance: 1999 to 2006.Sector Portfolio Returns.Rebalancing.Higher Performance Portfolios.Reinvestment Issues.Covered Calls and Mid-Caps.Covered Calls with Sectors.Summary.CHAPTER 8 Long and Short Profits with Call Spreads.Understanding Debit Spreads.Bull Call Spreads.Call Spreads and Appreciation.Spreads and Skews.Early Exit.Staggered Exit.Diagonal Call Spreads.Long/Short Portfolios from Diagonals.Early Exit and Theta.Calendar Call Spreads.LEAPS Calendar Calls and Early Exits.Cycling Investment Gains.Reinvestment Strategies.Constant Investment and Hybrid.Index Regime Change.Summary.CHA Expected Returns and Hedging Analysis.Correlated Indexes Using SIMTOOLS.Correlated Protected Portfolios.LEAPS Calendar Put Spreads.LEAPS Calendar Put Portfolios.Historical Performance.Put Writing with LEAPS.Expected Returns.Scenarios.Summary.CHAPTER 12 Managing the Leveraged  Multistrategy Portfolio.The Question of Alternative Assets.The Solution: Own the Producer.ProShares ETF Analysis.Multiplier Leverage Effect.Learning from Failure.Asset Management Overview.Security Selection.Long and Short Strategy Combination.Strategy Selection.Minimum Investment Sizes.Index Exposure.Summary.Final Words.APPENDIX List of Index ETFs and Futures.About the Author.Index. Enhanced Indexing Strategies: InhaltsangabePreface.CHAPTER 1 Owning the Index.The Story of Indexing.Indexing: Strategy or Philosophy Active Investment Selection.Index Investing and the Efficient Markets.Reconciling Indexing and Active Investing.Index Risk and Reward.Drift and Noise.Momentum, Mean Reversion, and Market Cycles.Cycles and Regime Change.Understanding Volatility.High Performance Indexes.Small Cap and Value Premium.Stock Migration.Additional Factors.Forecasting Index Returns.Summary.CHAPTER 2 Applying Leverage.Leveraged Investments: Conservation of Risk.Using the Leverage Ratio.Underwater Investments.Debt and Interest Effects.Sources of Leverage.Margin Loans.Futures.Options.Example: Synthetics.Other Debt Sources.Managing a Leveraged Portfolio.Portfolio Sizing.Portfolio Allocations.Rebalancing with Leverage.Dollar Cost Averaging and Liquidity Preference.Reinvesting Leveraged Gains.Summary.CHAPTER 3 Indexing with Synthetics and Futures.Asset Allocation.Index Portfolio Returns.Applying Leverage.Holding Synthetic Positions.Transaction Costs.Expected Returns and Reinvestment.Adding Portfolio Volatility.Random Scenarios with Monte Carlo.Margin Calls.Substituting Futures.Summary.CHAPTER 4 Capturing Index Appreciation with Calls.Intuitive Option Pricing.Options as Potential Liabilities.Strike Prices.Time and Volatility.Dividends and Interest Rates.Following an Option.Risk Components of Various Options.Capturing Appreciation with Options.Daily Cost of Options.Volatility Skew.Uneven Appreciation.Option Analysis.Marginal Returns— Extending Time or Lowering Strike.Out-of-the-Money.Monthly Returns of Calls.More about Volatility.Summary.CHAPTER 5 Leveraged Covered Calls with Futures.Covered Calls as a Source of Income.Position Details.Expected Strategy Returns.Annual Return Backtests.VIX Modifications.Asset Allocation.Additional Analysis.Summary.CHAPTER 6 Rolling LEAPS Call Options Explained.Understanding LEAPS Calls.LEAPS— by the Greeks.One Year Later.Rolling LEAPS Forward.Roll Cost Prediction.Estimating Average Returns.Investing Cash Flow.Capturing Appreciation.Rolling Up.Selecting Indexes and Strike Prices.Market Drops and Volatility Spikes.LEAPS Covered Calls.Summary.CHAPTER 7 Long-Term Returns Using Rolled LEAPS.Strike Price Selection.Sector Performance: 1999 to 2006.Sector Portfolio Returns.Rebalancing.Higher Performance Portfolios.Reinvestment Issues.Covered Calls and Mid-Caps.Covered Calls with Sectors.Summary.CHAPTER 8 Long and Short Profits with Call Spreads.Understanding Debit Spreads.Bull Call Spreads.Call Spreads and Appreciation.Spreads and Skews.Early Exit.Staggered Exit.Diagonal Call Spreads.Long/Short Portfolios from Diagonals.Early Exit and Theta.Calendar Call Spreads.LEAPS Calendar Calls and Early Exits.Cycling Investment Gains.Reinvestment Strategies.Constant Investment and Hybrid.Index Regime Change.Summary.CHA Expected Returns and Hedging Analysis.Correlated Indexes Using SIMTOOLS.Correlated Protected Portfolios.LEAPS Calendar Put Spreads.LEAPS Calendar Put Portfolios.Historical Performance.Put Writing with LEAPS.Expected Returns.Scenarios.Summary.CHAPTER 12 Managing the Leveraged  Multistrategy Portfolio.The Question of Alternative Assets.The Solution: Own the Producer.ProShares ETF Analysis.Multiplier Leverage Effect.Learning from Failure.Asset Management Overview.Security Selection.Long and Short Strategy Combination.Strategy Selection.Minimum Investment Sizes.Index Exposure.Summary.Final Words.APPENDIX List of Index ETFs and Futures.About the Author.Index. Börsenhandel Finance & Investments Trading Finanz- u. Anlagewesen, John Wiley & Sons

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Enhanced Indexing Strategies - Tristan Yates
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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 Str 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 options, each with its own advantages and applications. Finance, Finance & Investing, Enhanced Indexing Strategies~~ Tristan Yates~~Finance~~Finance & Investing~~9780470460214, en, Enhanced Indexing Strategies, Tristan Yates, 9780470460214, Wiley, 12/03/2008, , , , Wiley, 12/03/2008

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Tristan Yates:
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2008, ISBN: 9780470460214

ID: 26063809

Utilizing Futures and Options to Achieve Higher Performance, [ED: 1], 1., Auflage, eBook Download (EPUB), eBooks, [PU: John Wiley & Sons]

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Enhanced Indexing Strategies
Autor:

Yates, Tristan

Titel:

Enhanced Indexing Strategies

ISBN-Nummer:

0470460210

Detailangaben zum Buch - Enhanced Indexing Strategies


EAN (ISBN-13): 9780470460214
ISBN (ISBN-10): 0470460210
Erscheinungsjahr: 2008
Herausgeber: Wiley, J
286 Seiten
Sprache: eng/Englisch

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ISBN/EAN: 0470460210

ISBN - alternative Schreibweisen:
0-470-46021-0, 978-0-470-46021-4

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