Additional Dimensions of Value Investing [View article]
Geoff, Regarding your suggestion re covered calls on relatively high dividend/low beta/low volatility stocks, I thought you might find the academic research referenced here of interest since they conclude that better covered calls returns are achieved with high volatility stocks. www.cxoadvisory.com/bl.../ Regards, Jeff
Additional Dimensions of Value Investing [View article]
Regarding your suggestion re covered calls on relatively high dividend/low beta/low volatility stocks, I thought you might find the academic research referenced here of interest since they conclude that better covered calls returns are achieved with high volatility stocks.
www.cxoadvisory.com/bl.../
Regards,
Jeff