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

by Yates, Tristan.
Series: Wiley trading series Published by : Wiley, (Hoboken, N.J. :) Physical details: xvi, 286 p. : ill. ; 24 cm. ISBN: 0470259256 Subject(s): Index mutual funds. | Stock price indexes. | Investments. | Portfolio management. Year: 2009
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.645 Y365 (Browse Shelf) Available JBC/2012/6152

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.

Index funds are among the highest performing and most reliable investments available in the marketplace. Over the past several years, literally hundreds of index-related products have been introduced to the marketplace, most designed to provide investors with the capability to mix and match different funds in order to build custom portfolios. At the same time, leveraged investment products for the retail investor - which use borrowed capital to increase the returns within the structure of a passive investment strategy - are also one of the fastest growing products in the financial world. In Enhanced Indexing Strategies, Tristan Yates shows how to successfully combine these products using leveraged indexing to deliver better risk-adjusted returns than conventional approaches.

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