1.

Record Nr.

UNINA9910830020103321

Autore

Yates Tristan

Titolo

Enhanced indexing strategies [[electronic resource] ] : utilizing futures and options to achieve higher performance / / Tristan Yates

Pubbl/distr/stampa

Hoboken, NJ, : John Wiley & Sons, 2008, c2009

ISBN

0-470-46021-0

1-119-19730-9

1-282-13700-X

9786612137006

0-470-40713-1

Edizione

[1st edition]

Descrizione fisica

1 online resource (305 p.)

Collana

Wiley trading series

Disciplina

332.64/5

332.645

Soggetti

Index mutual funds

Stock price indexes

Investments

Portfolio management

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Includes index.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Enhanced Indexing Strategies: Utilizing Futures and Options to Achieve Higher Performance; Contents; Preface; Chapter 1: Owning the Index; Chapter 2: Applying Leverage; Chapter 3: Indexing with Synthetics and Futures; Chapter 4: Capturing Index Appreciation with Calls; Chapter 5: Leveraged Covered Calls with Futures; Chapter 6: Rolling LEAPS Call Options Explained; Chapter 7: Long-Term Returns Using Rolled LEAPS; Chapter 8: Long and Short Profits with Call Spreads; Chapter 9: Cycling Earnings Using Spread Positions; Chapter 10: Practical Hedging with Put Spreads

Chapter 11: LEAPS Puts and Three Ways to ProfitChapter 12: Managing the Leveraged Multistrategy Portfolio; Appendix: List of Index ETFs and Futures; About the Author; Index

Sommario/riassunto

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