Measuring Investment Returns of Portfolios Containing Futures and Options
$25
Measuring rates of return for derivatives offers many challenges. Despite some bad press such products have generated, these securities won’t disappear. Our author discusses the unique problems of these securities and offers a methodology for measuring performance results.
John C. Stannard
Measuring Investment Returns of Portfolios Containing 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 discusses the unique problems of these securities and offers a methodology for measuring performance results.
