股指期权在增加收入方面的应用

IF 1.5 Q3 BUSINESS, FINANCE

Journal of Asset Management Pub Date : 2024-09-05 DOI:10.1057/s41260-024-00366-z

John Burrello, Frank J. Fabozzi, Han Liang, Anil Sood, Kari Vatanen

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引用次数: 0

摘要

本文阐述了衍生工具在股票投资组合管理中的三种实际应用，重点是利用股指期权提高收入。文章解释了这些策略的应用场合，提供了实际案例并对其结果进行了详细分析。文章介绍了期权收益策略的常见误区，尤其是市场波动对收益率的影响，以及系统地调整行权价如何有助于获得更稳定的收益。对于希望在股票投资组合中有效管理风险的同时提高收益的投资组合经理来说，这种战略洞察力至关重要。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Applications of stock index options for income enhancement

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Applications of stock index options for income enhancement

Three real-world applications of derivatives in managing equity portfolios focusing on enhancing income using stock index options are illustrated in this article. Where these strategies are applied, providing practical examples and detailed analyses of their outcomes, is explained. The common pitfalls of option income strategies, particularly the impact of market volatility on yields, and how adjusting strike prices systematically can help achieve more stable income are described. This strategic insight is crucial for portfolio managers looking to enhance their income while managing risk effectively in their equity portfolios.

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来源期刊

Journal of Asset Management BUSINESS, FINANCE-

CiteScore

4.10

自引率

0.00%

发文量

期刊介绍： The Journal of Asset Management covers:new investment strategies, methodologies and techniquesnew products and trading developmentsimportant regulatory and legal developmentsemerging trends in asset managementUnder the guidance of its expert Editors and an eminent international Editorial Board, Journal of Asset Management has developed to provide an international forum for latest thinking, techniques and developments for the Fund Management Industry, from high-growth investment strategies to modelling and managing risk, from active management to index tracking. The Journal has established itself as a key bridge between applied academic research, commercial best practice and regulatory interests, globally.Each issue of Journal of Asset Management publishes detailed, authoritative briefings, analysis, research and reviews by leading experts in the field, to keep subscribers up to date with the latest developments and thinking in asset management.Journal of Asset Management covers:asset allocation hedge fund strategies risk definition and management index tracking performance measurement stock selection investment methodologies and techniques portfolio management and weighting product development and innovation active asset management style analysis strategies to match client profiles time horizons emerging markets alternative investments derivatives and hedging instruments pensions economics