The document presents a comparative analysis of equity performance against various 36-month call option strategies over different market periods. It includes data on returns and volatility for each strategy during specified time frames.
documents/vol00010-efta01365016-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":["Spotlight Derivatives US","Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0055602","SDNY_GM_00201786","EFTA01365016"]}