{"id":"https://openalex.org/W79487041","doi":"https://doi.org/10.1080/135184700336937","title":"The performance of covered calls","display_name":"The performance of covered calls","publication_year":2000,"publication_date":"2000-03-01","ids":{"openalex":"https://openalex.org/W79487041","doi":"https://doi.org/10.1080/135184700336937","mag":"79487041"},"language":"en","primary_location":{"id":"doi:10.1080/135184700336937","doi":"https://doi.org/10.1080/135184700336937","is_oa":false,"landing_page_url":"https://doi.org/10.1080/135184700336937","pdf_url":null,"source":{"id":"https://openalex.org/S82316188","display_name":"European Journal of Finance","issn_l":"1351-847X","issn":["1351-847X","1466-4364"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The European Journal of Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"J. Board","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"J. Board","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082581465","display_name":"Charles M. S. Sutcliffe","orcid":"https://orcid.org/0000-0003-0187-487X","observed_orcids":["https://orcid.org/0000-0003-0187-487X"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"C. Sutcliffe","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5060371387","display_name":"E. Patrinos","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"E. Patrinos","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.5378,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.79223962,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"6","issue":"1","first_page":"1","last_page":"17"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.54830002784729,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.54830002784729,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.3970000147819519,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.019999999552965164,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/covered-calls","display_name":"covered calls","score":0.9480000138282776},{"id":"https://openalex.org/keywords/option-trading-strategies","display_name":"option strategies","score":0.8040000200271606},{"id":"https://openalex.org/keywords/dominance-criteria","display_name":"dominance criteria","score":0.7739999890327454},{"id":"https://openalex.org/keywords/utility-functions","display_name":"utility functions","score":0.9869999885559082},{"id":"https://openalex.org/keywords/risk-aversion","display_name":"risk aversion","score":0.8769999742507935},{"id":"https://openalex.org/keywords/relative-risk-aversion","display_name":"relative risk aversion","score":0.7419999837875366},{"id":"https://openalex.org/keywords/absolute-risk-aversion","display_name":"absolute risk aversion","score":0.875},{"id":"https://openalex.org/keywords/stock-portfolios","display_name":"stock portfolios","score":0.5410000085830688}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6231531500816345},{"id":"https://openalex.org/C33252445","wikidata":"https://www.wikidata.org/wiki/Q3713315","display_name":"Stochastic dominance","level":2,"score":0.548214852809906},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.45957183837890625},{"id":"https://openalex.org/C151913843","wikidata":"https://www.wikidata.org/wiki/Q3454555","display_name":"Dominance (genetics)","level":3,"score":0.4559905529022217},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.43957653641700745},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.4300438165664673},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4164872169494629},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4043533205986023},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35522186756134033},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2938772439956665},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1080/135184700336937","doi":"https://doi.org/10.1080/135184700336937","is_oa":false,"landing_page_url":"https://doi.org/10.1080/135184700336937","pdf_url":null,"source":{"id":"https://openalex.org/S82316188","display_name":"European Journal of Finance","issn_l":"1351-847X","issn":["1351-847X","1466-4364"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The European Journal of Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:taf:eurjfi:v:6:y:2000:i:1:p:1-17","doi":null,"is_oa":false,"landing_page_url":"http://www.tandfonline.com/doi/abs/10.1080/135184700336937","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:eprints.lse.ac.uk:7513","doi":null,"is_oa":false,"landing_page_url":"http://www.tandf.co.uk/journals/titles/1351847X.asp","pdf_url":null,"source":{"id":"https://openalex.org/S4306401593","display_name":"London School of Economics and Political Science Research Online (London School of Economics and Political Science)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I909854389","host_organization_name":"London School of Economics and Political Science","host_organization_lineage":["https://openalex.org/I909854389"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:eprints.soton.ac.uk:35952","doi":null,"is_oa":false,"landing_page_url":"https://eprints.soton.ac.uk/35952/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401019","display_name":"ePrints Soton (University of Southampton)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I43439940","host_organization_name":"University of Southampton","host_organization_lineage":["https://openalex.org/I43439940"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W569019554","https://openalex.org/W622072301","https://openalex.org/W1538895470","https://openalex.org/W1574985034","https://openalex.org/W1593372571","https://openalex.org/W1952101885","https://openalex.org/W1963368884","https://openalex.org/W1967684208","https://openalex.org/W1971025972","https://openalex.org/W1972887806","https://openalex.org/W1972976672","https://openalex.org/W1976119849","https://openalex.org/W1982850837","https://openalex.org/W1983000670","https://openalex.org/W1990408382","https://openalex.org/W1997346729","https://openalex.org/W2000856666","https://openalex.org/W2007223908","https://openalex.org/W2008382728","https://openalex.org/W2008562417","https://openalex.org/W2012205015","https://openalex.org/W2026596292","https://openalex.org/W2030837862","https://openalex.org/W2041952218","https://openalex.org/W2044298381","https://openalex.org/W2052635514","https://openalex.org/W2055332634","https://openalex.org/W2057489516","https://openalex.org/W2062435729","https://openalex.org/W2065161973","https://openalex.org/W2065379281","https://openalex.org/W2077104021","https://openalex.org/W2079945284","https://openalex.org/W2092564504","https://openalex.org/W2096641446","https://openalex.org/W2106848289","https://openalex.org/W2167067690","https://openalex.org/W3134218764","https://openalex.org/W4231237509","https://openalex.org/W4238817359","https://openalex.org/W4238864853","https://openalex.org/W4239954660"],"related_works":["https://openalex.org/W1517391139","https://openalex.org/W2128079383","https://openalex.org/W3112302434","https://openalex.org/W3123880284","https://openalex.org/W2052760127","https://openalex.org/W3136453268","https://openalex.org/W3104331694","https://openalex.org/W2521931003","https://openalex.org/W2914935081","https://openalex.org/W2166106480"],"abstract_inverted_index":{"Writing":[0],"call":[1,49,89],"options":[2,14,26],"against":[3],"long":[4],"positions":[5],"in":[6,67],"the":[7,11,17,42,54,62,87,94,99],"underlying":[8,55],"equities":[9],"is":[10,19,59,91],"most":[12],"popular":[13],"strategy.":[15,104],"Since":[16],"variance":[18],"an":[20],"inadequate":[21],"measure":[22],"of":[23,33,44,53,79,102],"risk":[24,83],"for":[25,93],"strategies,":[27],"this":[28,103],"paper":[29],"uses":[30],"a":[31],"range":[32],"dominance":[34,63],"criteria":[35,64],"and":[36,46,81],"four":[37,73],"utility":[38,74],"functions":[39,75],"to":[40],"compare":[41],"performance":[43],"partly":[45],"fully":[47],"covered":[48,88],"strategies":[50],"with":[51],"that":[52,61,86],"equity":[56],"portfolio.":[57],"It":[58],"found":[60],"are":[65],"ineffective":[66],"choosing":[68],"between":[69],"strategies.":[70],"However,":[71],"all":[72],"(representing":[76],"different":[77],"combinations":[78],"absolute":[80],"relative":[82],"aversion)":[84],"find":[85],"strategy":[90],"preferable":[92],"data":[95],"period":[96],"studied,":[97],"supporting":[98],"widespread":[100],"use":[101]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2025-10-10T00:00:00"}
