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Returns to trading portfolios of FTSE 100 index options
Xiaoquan Liu
Research output
:
Journal Publication
›
Article
›
peer-review
5
Citations (Scopus)
Overview
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Dive into the research topics of 'Returns to trading portfolios of FTSE 100 index options'. Together they form a unique fingerprint.
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Business & Economics
Index Options
100%
Put Option
96%
Call Option
59%
Arbitrage
43%
Vega
38%
Price Distribution
34%
Short Selling
32%
Mispricing
31%
Equity
30%
Bid/ask Spread
30%
Profit
29%
Skewness
28%
Testing
22%
Stock Exchange
22%