Frank Fabozzi and Bruce Collins fully outline the ins and outs of the derivatives process for equity investors in Derivatives and Equity Portfolio Management. A significant investment tool of growing interest, derivatives offer investors options for managing risk in a diversified portfolio. This in-depth guide integrates the derivatives process into portfolio management and is replete with applications from authors with extensive Wall Street experience. Whether you're and individual investor or portfolio manager seeking to improve investment returns, you'll quickly learn about listed equity contracts, using listed options in equity portfolio management, risk management with stock index futures, OTC equity derivatives-and profit from your new found knowledge.However, naked puts should be used with caution because the downside protection is limited to the put premium. ... Here we will describe three strategies: covered call strategy, covered combination strategy, and volatility valuation strategy.
|Title||:||Derivatives and Equity Portfolio Management|
|Author||:||Bruce M. Collins, Frank J. Fabozzi, CFA|
|Publisher||:||John Wiley & Sons - 1999-01-15|