Journal of Derivatives & Hedge Funds

TABLE 3

FROM:

Great in practice, not in theory: An empirical examination of covered call writing

Michael L McIntyre and David Jackson

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Table 3. Percentage of paths with covered call returns in excess of buy-and-hold returns

Figure and tables index
  90 day
  K 1 (%) K 2 (%)
BS2138
CEV1739
LEV2241
JD2741
HES2139
Figure and tables index
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