Out of the money or striking it rich? Evidence on the risk-adjusted return performance of options-based equity funds versus the S & P 500 and other benchmark alternatives

Bruce A. Costa; Keith Jakob; Scott J. Niblock

doi:10.3905/joi.2018.27.1.065

Out of the money or striking it rich? Evidence on the risk-adjusted return performance of options-based equity funds versus the S & P 500 and other benchmark alternatives

Bruce A. Costa
, Keith Jakob
, Scott J. Niblock

Accounting and Finance

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Original language	English
Pages (from-to)	65-79
Number of pages	15
Journal	Journal of Investing
Volume	27
Issue number	1
DOIs	https://doi.org/10.3905/joi.2018.27.1.065
State	Published - Mar 2018

Funding

Our article employs some literature and methods found in the work of Costa, Jakob, and Niblock [2011]. We acknowledge any overlap or similarity with this paper. This work was supported by a summer research grant from the College of Business at the University of Montana and the Donald and Carol Jean Byrnes Professorship. We would also like to thank S.G. Long and Company, the Chicago Board Options Exchange (CBOE), and Prof. Kenneth French for assistance with data collection.

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10.3905/joi.2018.27.1.065

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title = "Out of the money or striking it rich? Evidence on the risk-adjusted return performance of options-based equity funds versus the S \& P 500 and other benchmark alternatives",

author = "Costa, \{Bruce A.\} and Keith Jakob and Niblock, \{Scott J.\}",

note = "Funding Information: Our article employs some literature and methods found in the work of Costa, Jakob, and Niblock [2011]. We acknowledge any overlap or similarity with this paper. This work was supported by a summer research grant from the College of Business at the University of Montana and the Donald and Carol Jean Byrnes Professorship. We would also like to thank S.G. Long and Company, the Chicago Board Options Exchange (CBOE), and Prof. Kenneth French for assistance with data collection.",

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AU - Jakob, Keith

AU - Niblock, Scott J.

N1 - Funding Information: Our article employs some literature and methods found in the work of Costa, Jakob, and Niblock [2011]. We acknowledge any overlap or similarity with this paper. This work was supported by a summer research grant from the College of Business at the University of Montana and the Donald and Carol Jean Byrnes Professorship. We would also like to thank S.G. Long and Company, the Chicago Board Options Exchange (CBOE), and Prof. Kenneth French for assistance with data collection.

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AN - SCOPUS:85088531648

SN - 1068-0896

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IS - 1

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Out of the money or striking it rich? Evidence on the risk-adjusted return performance of options-based equity funds versus the S & P 500 and other benchmark alternatives

Funding

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