S. Leila Beheshti Shirazi

affiliation not provided to SSRN

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Scholarly Papers (1)

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Equity LEAPS Calls vs. Stocks: An Empirical Study for Long-Term Speculation

Number of pages: 15 Posted: 29 Aug 2011
Izlin Ismail and S. Leila Beheshti Shirazi
University of Malaya and affiliation not provided to SSRN
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Abstract:

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Equity LEAPS call, common stock, long-term speculation, return, volatility, mean, variance, risk-adjusted performance, Sharpe ratio, Treynor ratio, Jenson Alpha