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Security Option Strategy under Risk Aversion: An Analysis

Published online by Cambridge University Press:  19 October 2009

James R. McGuigan  and
William R. King
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Extract

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.

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 8 , Issue 1 , January 1973 , pp. 1 - 15
Copyright
Copyright © School of Business Administration, University of Washington 1973

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