This document presents a comparative analysis of equity performance against various 36-month call option strategies during different market periods. It includes data on returns and volatility for each strategy over specified time frames.
documents/vol00010-efta01364952-pdf.pdf
{"title":"Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies","document_date":"2013-12-03","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0055515","SDNY_GM_00201699","EFTA01364952"]}