College of Business Mississippi State University

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Dr. Tom Miller's Academic Research Study Featured in OptionsCity Blog

5-11-15 - A new research study conducted by Dr. Thomas W. Miller, Jr., Professor of Finance and Jack R. Lee Chair; and Dr. Michael L. Hemler, Professor at the University of Notre Dame's Mendoza College of Business, was recently featured on the Options Industry Council's (OIC) OptionsCity Blog.

The research study, "The Performance of Options-Based Investment Strategies: Evidence for Individual Stocks During 2003-2013," looks over 10 years of trading and shows evidence that some options-based portfolio strategies seem to have better performance over straight long stock portfolios and improve the risk-return tradeoff over time.

Get the full story here:

http://www.optionseducation.org/content/oic/en/news/research_articles.html#perf-options-strategies.html

Document: OIC_ND-MS Research Study Press Release.pdf

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