Measuring Investment Returns of Futures and Options
$25
Author: John C. Stannard
Measuring Investment Returns of Portfolios Containing Futures and Options. Measuring rates of return for derivatives offers many challenges.
One of the most frequently downloaded articles - author John Stannards two part article has been downloaded and requested more than any other article.
Measuring Investment Returns of Futures and Options
Measuring rates of return for derivatives offers many challenges. Despite some bad press such products have generated, these securities won't disappear. Our author discussed the unique problems of these securities and offers a methodology for measuring performance results.