Data appendix for

Are Options on Index Futures Profitable for Risk Averse Investors?  Empirical Evidence
George M. Constantinides, Michal Czerwonko, Jens Carsten Jackwerth, Stylianos Perrakis

Online Appendix July 21 10.pdf

Online appendix to "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence"