THE IMPACT OF OPTIONS ON INVESTMENT PORTFOLIOS IN THE SHORT-RUN AND THE LONG-RUN, WITH A FOCUS ON DOWNSIDE PROTECTION AND CALL OVERWRITING

The Impact of Options on Investment Portfolios in the Short-Run and the Long-Run, with a Focus on Downside Protection and Call Overwriting

In this remtavares.com article, we analyse the impact of the introduction of options on an investment portfolio.Our first objective is to derive closed-form formulae for the standard measures of portfolio efficiency: risk premium, risk, Sharpe ratio, and beta, of any portfolio containing any combination of options.Using these formulae on three exam

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Numerical Simulation and Experimental Investigation of Rotating Blade Centrifugal Jet in Slurry Blast Device Used for Steel Strip Descaling

Under the requirement of clean production, a new type of slurry edgewater shoes blast device for mechanically removing oxide scale on the surface of steel strips is presented, which can avoid the serious problems of rapid wear, low service life, and low efficiency of the traditional abrasive water jet with a nozzle.In this paper, the numerical simu

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